Most have already been mentioned, Sergio Leone, Akira Kurasawa and Alfred Hitchcock probably make my top 3. Don't think anyone's mentioned Terry Gilliam yet- for shame.
Lesser known personal favourites:
Rian Johnson, for Brick (wasn't so keen on The Brothers Bloom though)
Andrew Dominik (Chopper, The Assasination Of Jesse James....)
Tom Tykwer (solely on the strength of Run Lola Run)