The thing that Lynch is great at nailing is taking the ordinary and making it unsettling. Why does Henry have a pot of water that he drops coins into in the top drawer of his dresser? It's never explained (a common refrain of Lynch films). Compare little things like this to the surrealism of Dali, such as the cutting of the eye. Lynch is grounded in realism a bit more than his surrealist predecessors, which only adds to his ability to invoke horror.
Unfortunately, Eraserhead didn't come together for me as much as other works of his, like Twin Peaks or Mulholland Drive.
It was really weird to me when people would say they didn't understand Inception, but if they saw it again, they'd probably get it. It's not a hard movie to understand. The only truly confusing part is the first thirty minutes, but once Cobb explains everything to Ariadne, the audience proxy, it's not hard to follow at all. Every part of the movie's logic is explained at least three times, which becomes detrimental to rewatches.
The Prestige is less easy…
I've never listened to any of Daniel Johnston's music, but this documentary puts you in his head and doesn't let you escape even when the demons come. You see the people who inadvertently hurt him and the people he inadvertently hurt. You see a musician's descent into madness. It's heartbreaking at points. I don't think there's anything sadder than seeing a father crying because he doesn't feel like he can do anything to help his son. But it's heartwarming. It's the story of a deeply troubled musician, but it's a story of love too.