Woah... like 'em both dear dudes n duddettes. Both Mr Lynch and Mr Cronenberg are brilliant in their own right - Canadian nutso directors who explored the dark side of humanity without flinching. Both their movies have been beautiful yet horrific in their own way. And yes, sticks in your head; tough to erase. To add - either of their stuff are not of everyone's taste.
Regrettably, I never get to watch more of Cronenberg's (so far it's just The Fly, Dead Ringers, Videodrome and History of Violence).
As for Lynch's, it's almost all except Fire Walk With Me, Elephant Man and Straight Story. Dune was my first exposure to Lynch's universe (shown on TV in 1987), followed by Twin Peaks (still not yet a fan) - but it was Arrow's review of Muholland Dr (along with Donnie Darko) which had me seeking more of Mr Lynch.
As far as differences are concerned:-
Cronenberg's movies are gnarlier and gorier - leaning on the physical and medical; mind vs body issues. (Clive Barker's cinematic counterpart)
Lynch's movies are more psychological-oriented (his stuff a little slower-paced) - dealing with human relationship; behind-closed-doors issues. (Cross btwn Wong Kar Wai, Luis Bunuel and Hitchcock)
Guess I favoured Mr Lynch a little more (call me sicko but over the years, he had become a cinematic father figure for me). As for Mr Cronenberg's, I just need to watch more of his stuff.
Anyway Dear MINDFUCKERS OF THE WORLD, let's UNITE and SALUTE these TWO DAVIDS.