Though Lynch generally treats the same subject with the same point of view, his style has changed and his treatment of the story evolved a lot with time. Thus it’s hard to say what is it’s best work.
“Eraser Head” is a semi-expressionist, semi-surrealistic movie. It has a beautiful B&W and very oneiric and impressive scenes.
“The Elephant Man” is a very good movie, in B&W and a rather classical style - it sounds like very influenced by “Freaks” by Tod Browning and “The Wild Child” by François Truffaut.
“Dune” is a classical Sci-Fi movie. It’s OK yet Lynch considers it as his worst movie and he didn’t want his name to appear on the credits.
“Blue Velvet”, “Wild at Heart”, the “Twin Peaks” TV series and the movie “Twin Peaks, Fire walk with me” have quite the same treatment, they are dark and violent crime stories which are presented through a very particular point of view. “Wild at Heart” is the softest, “Twin Peaks, Fire walk with me” the most violent.
“The Straight Story” is a sort of very simple, classical and touching road movie, but with a surprising hero… and an even more surprising way of travelling. It looks more like a Jim Jarmusch’s movie, yet with an Edward Hopper’s point of view. There are direct references to Hopper, by the way.
“Lost Highway”, “Mulholland Drive” and “INLAND EMPIRE” are explorations of dream and thought IMO. The story is completely distorted with plenty of dream logic and dream “rethorical figures”. In this style, “Mulholland Drive” is perhaps the best movie, because of its perfect construction.
“Eraser Head”, “Lost Highway” and “INLAND EMPIRE” are so curious and different from normal movies that it is worth seing them. And of course “Mulholland Drive” but you’ve already seen it.
Last scenes in “Eraser Head” and “Twin Peaks, Fire walk with me” (the movie) may be disturbing.