I don't know Russian movies well enough to single out a particular director I like. There are a handfull of russian movies I got at home. My newest one is the Fantasy/Action/Horror film Night Watch. Even now I still can't believe I got it from a mainstream American chain store. The rest of my Russian movies were either bought from Little Odessa (Brighton Beach, NY), or when I went to visit Ukraine. This was actually bought in Best Buy. One side is English dubbed, and the other has the original Russian version. The Russian spoken version is better I think. The director said he was suprised himself that it made it outside his country. I also watched it with the directors commentary, and he did a good job explaining it in English. If only I could be so good in Russian! He spoke some broken sentences here and there, but still very clear. When I (try to) speak Russian, I'm still butchering the language left and right.
I find the New Russian Cinema very interesting. IMO, the production quality is very good, considering it's not a the multimillion dollar hollyweird budget. The movies that really catch my attention are the ones depicting the Second World War like Zvesda and Neshlubnoye Zadanye. I was always curious what it was like on their side. Another on my want list (I'll wait until I go back) is Dyevitsa Rota about the Afganistan War.
The Mrs and I are both movie nuts. Probably most of our courtship has been sitting in my rented flat watching Russian/Ukrainian TV channels.
If I can suggest any guy shows to the hubbies of RW's get Spyetznaz! At times it's kind of campy, but it's got tons of ass kickin' explosions, small arms fire, and other straight up Russsian military action. Even with limited Russian, it should be good enough to understand a terrorist cel getting put down. Brigada will also be on my to get next list when I go back. Just saw a part of that, but it looks good. My fiance's nephew likes it.