What Lynch does very well that a lot of people with a similar style miss is humor. His films are creepy and surreal, challenging but not incomprehensible (yes, even Inland Empire makes sense as a narrative. And once you get it, even the way it was told makes sense. Except maybe the rabbits) and always, often inappropriately funny.
Now, to second some of John's recommendations, Tetsuo is usually the film I follow up a viewing of Eraserhead with. Both have a J.G. Ballard/Kobo Abe vibe and both are very entrenched in industrial culture. In recent films, I'd follow that with a "Tokyo Gore Police" which does have more of the Lynch weird humor, but is about as subtle as the name, and very campy. Different, but similar vibe.
As for Miike, watch Audition after you watch Blue Velvet. If Audition was funnier, it could have been done by Lynch. His films are a mixed bag (I'm not so into yakuza films), but there are definitely similarities.
I haven't watched Jodorowsky yet, but there could have been a world where he had done Dune and Lynch had done Return of the Jedi. Odd to imagine!
Del Toro is one of my favorites and I think if he did a film with Terry Gilliam, the end result would probably be pretty close to Lynch. That said the director I most closely associate with Lynch is David Cronenburg. Definitely different, and definitely has his own style, but if you like Lynch, you'll probably like a lot of Cronenburg. Start with Videodrome, eXistenz, Naked Lunch and Crash. You'll love Spider too and, well, pretty much all of his films!
