I don't like to describe films or filmmakers as "my favorite," but if I had to I think I'd say Allan King. By favorite I guess I'm saying his films touch most deeply the things I'm most interested in: the emotional connections between people, the way people damage each other and save each other.
Unfortunately, these great films are only for sale through the filmmaker's website, allankingfilms.com, and the price is considerable. But if you're somebody who knows what it's like to really be changed by a film, King's work is worth whatever price you pay. But since you can't buy them all, I'd say buy Warrendale or A Married Couple. Either one of those documentaries are a great introduction into this body of work which could be among the most important of our time because it so deftly exposes human beings in our most naked moments.