Probably Blue Velvet. I was in college when it came out, but up to that point I still thought of films in terms of their stars, not their directors. BV was the first film I remember seeing where I was aware that this was all the "vision" of one person, and the actors were just there to help him put that vision on the screen. Also, it was probably the most "cult" film I'd seen up to that point, and I was completely taken with the idea that a film could be unrealistic, but yet not of a "fantastic" genre I'd seen before, such as sci-fi or a Disney film. And of course, the look of the film fascinated me, with the way it used the cliches of beauty to show extreme ugliness.
It's still a big favorite, too