Madden is a acquired taste, his most accessible might be The Saddest Song in the World. He crosses German Expressionism with Soviet Constructivism with a soupcon of David Lynch thrown in. They are often very funny as you can see from just the first 10 minutes of Careful or from the title alone of the short, Sissy-Boy Slap-Party.
Though he doesn't use stars we'd recognize, he has worked a number of timea with Isabella Rossellini. His latest feature Keyhole is very difficult, but you've got to love this summary on IMDB, "Gangster and deadbeat dad, Ulysses Pick, (Jason Patric) embarks on an unusual journey through his home."