If you enjoy the Pop Culture works of David Lynch, you may wish to try experiencing his more accurately surrealist works, where he was free from Hollywood, the standards of society, and the demand to make money to explore real avenues of his surrealist ideals.
You can find these experimentations in his short films. The Alphabet and The Grandmother are perhaps his two most famous films. I personally also enjoyed Rabbits greatly.
David Lynch is perhaps America's leading surrealist as far as the spotlight is concerned; many other surrealists in both America and Europe have been much more successful at expressing surrealist ideals, if not more successful at spreading watered down version of those ideals.
The Brothers Quay and Jan Svankmejer are two of the most well known surrealists of our day, and have produced fantastic work that someone who can appreciate David Lynch's work can really curl up with and enjoy. If you ever get a chance to get through David Lynch's films, even his short films, and decide that His ideals are worth exploring, I reccommend looking into the works of these two surrealists.
I recomend David Cronenberg's films. He's sometimes called the Canadian David Lynch, but the similarities are superficial. Try renting eXistenZ first and if you like it try videodrome or the brood, the fly, the dead zone.