First and foremost I would recommend Lars von Trier. His development of Dogme 95 with Thomas Vinterberg has led to some absolutely phenomenal movies and performances. You should start with Breaking the Waves (1996) which tells a dark, immersive story of a rural Irishwoman, Dancer in the Dark (2000 w Bjork!) is an experimental musical that will crush your soul, or anything from his recent Depression trilogy (Antichrist, Melancholia, Nymphomaniac) which are some of the most ambitious works of recent times imo. All of his work is amazing because I'm a fanboy but he is definitely polarizing.

I would also suggest the Dardenne brothers. Their films hold much more substance than a Wes Anderson film but with so much less fluff and flashy visuals. The Kid With a Bike or The Son are both great places to start. Their most recent film, 2 Days 1 Night, features Marion Cotillard in her best performance.

Richard Linklater, too, is a fantastic director with a lot more to offer than Anderson. His Before trilogy are all great, A Scanner Darkly is an 8/10, Waking Life is interesting af, and Boyhood is ambitious as hell. I love Linklater. His writing alone triumphs over Anderson's try-hard goofy dialogue, but I may be biased.

Let's go and say the Paul Thomas Anderson is the better Anderson too. The Master, There Will Be Blood, Boogie Nights, what else do I need to say?

I also think Céline Sciamma is a very interesting contemporary directress. Her movies deal with gender, sexuality, and feminity for the most part, but her vision comes alive in her movies without repeatedly tapping you on the head saying "See? See that? Look what i did!"

Those are a few good ones off the top, but I could go on for ages about awesome contemporary directors!!!!!