David Lynch is definitely an acquired taste. I have to be in a certain frame of mind to watch his films. I've never seen one that I out-and-out enjoyed, although I did appreciate the first season of Twin Peaks and the Twin Peaks movie.
I guess I haven't seen any of his films since the TP movie.
The Brown Bunny is probably the movie I've seen since that most reminded me of his work.
Symbolism and subtext.