Presently. Id say Coen Brothers. I think they go back and forth between comedy and drama pretty flawlessly.
PT Anderson has great directorial style but as a writer is really long winded. I love Magnolia but since my first viewing I have yet to sit through it in one sitting, and Boogie Nights might be the only one that I can because it really well paced.
Robert Rodriguez definitely gets a mention. I think he has almost flawless directorial style and ingenuity. His writing needs work and is usually pretty 2-D, but his "making of..." featurettes are always informative, creative, and very entertaining.
Classics like Spielberg are still good but I think they are not what they used to be. I think Scorsese has been most consistent as far as delivering on great stories.
Cronenberg is one director that has really evolved, genre hopped, and still making fantastic films. His visceral horror/thrillers are a thing of the past while his present projects are more suspenseful thrillers without the fantasy elements.
Fincher is also great at directing. He captures fantastic atmosphere appropriate for the story. Zodiac didnt impress me as much as it did everyone else, but Ben Button is promising and hes got an impressive future line up.