I liked Under The Silver Lake - although I doubt I'll ever rewatch it. For whatever reason, the very specific mood worked for me, and I found the ending (the videochat between him and the girl) affecting. I think Garfield does a good job playing a shitty person (and you're right, it is inexplicable that women show interest in him, but hey it's a movie). Southland Tales, on the other hand, was unwatchable garbage. For what it's worth, I've barely seen any Lynch and haven't really liked anything I have seen.
I guess that means you won't ever see De Palma's last movie, Domino? It sounded bafflingly dull. But on the subject, if I've seen Dressed To Kill, Phantom Of The Paradise, Blow Out, and Mission Impossible, and liked them all, what should be my next stop in his filmography?