Martin Scorcese is about the only one. I always go see his films within the first week to ten days of release. And often more than once.
Used to be the Coen Brothers until they started sucking ass through a straw. Let's hope the new one is a return to form.
Ang Lee is about the only other filmmaker I can say in recent years I look forward to seeing his films upon release. (Lasse Hallstrom too but I haven't see his last 3 in the theater, The Shipping News was the last one I saw at the cinema).
I would have to add Tarantino since I have seen all his films in the theater, so it's only fair I give him props.
Ridley Scott: I will go see his movies because of how his directing style often lends itself to a good cinematic experience and I am really looking forward to American Gangster even if Denzel is in it.
3 newer directors that I have seen the vast majority of their films at the show and look forward to seeing their films are Alejandro Inarritu, Christopher Nolan and Wes Anderson.
He takes a while to make new movies like Lynch but I will go see his stuff at the show and that is Jean-Pierre Jeunet
Sam Mendes and Anthony Minghella get honorable mention.
"Every day holds a new beginning and every hour holds the promise of an Invitation to Love."