With entertainment, I'm sometimes of the opinion that it's better to be interesting than good.
I think the "Twin Peaks" show was an absolute hoot, equal parts fun/quirky and straight up bizarre.
I even think "Dune" is sometimes unfairly maligned.
When I watched "Lost Highway" I was left with a series of feelings, ideas, and impressions about the story, even if from a narrative standpoint I didn't 'understand' it. I enjoyed the ride.
"Mulhullond Drive" on the other hand just left me confused and a little annoyed. When the old-people/imps crawls across the ground in fast motion I came to the conclusion that it wasn't a case of possible interpretations, it was a case of the artist just being wierd.