Well, everyone should see all of David Lynch's movies.
Some are more accessible than others.
Mulholland Drive is not like Memento, where each piece of the film fits together in a perfect puzzle.
It stimulates that part of the mind that likes to solve mysteries and put puzzles together, but doesn't satisfy it,
so the owner of that mind will either become frustrated and give up and go on to more personally satisfying stuff, or the owner will revisit the film, in memory or by viewing again, and will solve the puzzle in new ways each time.
The meaning of a film like MD, or LH or Blue Velvet is infinite, in that way.
I don't think thrillers like Memento or the Usual Suspects are any less artful than more obscure films. In fact, the scripts are perfect works of art, and the movies are superbly crafted. All of Hitchcock's films are like that too. It makes for immensely satisfying experiences.
Rewatching those movies is like hearing a favorite bed time story. You know what's going to happen, but you still feel suspense anyway since the film is so well-crafted.
But for me, movies like 2001 and some of Lynch's films offer more bang for the buck. For my time invested, I feel I get more out of them.