While I have no desire to watch Eraserhead ever again, Stanley Kubrick is said to have screened it for the cast and crew of The Shining so they understood the sort of mood he wanted to establish for his film.
I like Dune, and The Elephant Man is a great movie, although very sad in the end.
Ah yes I forgot about those two, when people bring up Lynch I always think of Twin Peaks and his other strange works.