Thanks to Soopaman for the idea, but he didn't post it so I thought I would.
Michael Mann (highlights: The Insider, Heat, Manhunter)
Martin Scorcese (too many to mention)
David Fincher (highlights: Se7en, Fight Club, The Game)
Darren Aronofsky (highlights: Pi, Requiem For A Dream)
Steven Spielberg (too many to mention)