Derailing the thread with my thoughts on Inland Empire, which was one of the only Lynch films I never saw.
OP, if you thought Mulholland Drive was pretentious bullshit, watch Inland Empire. Lynch filmed it without a screenplay and kind of went along with it. He did still bring in elements from his previous films, though, so he had some shred of focus (clearest example was the ending credits where, among other things, we get a man sawing logs, flashing lights on characters, Laura Harring seducing a random guy, and a monkey).
The worst part is that it's shot on a handheld Sony camcorder by Lynch himself and the movie is something like three hours long. Let that sink it. You're watching some nasty, low-quality-looking film for THREE HOURS. I'm surprised I survived the ordeal. I understand Lynch wanted complete control, but that was a test of my patience (especially since the plot is pretty much thrown up in the air for, I don't know, 3/4 of the film for pure Lynchian dream sequences).
I can see why I never see this one mentioned. Wild at Heart and The Straight Story kind of get ignored by the glories of Eraserhead, Mulholland Drive, and Blue Velvet, but I completely put Inland Empire out of my mind since no one mentioned it when discussing Lynch movies. The most I got was a passing comment to watch Inland Empire once you've gotten through his easier-to-digest movies.