JTHM was great; it actually mercilessly mocked the darklings who were its nominal following, unlike a lot of more pandering goth comics that mixed the gentlest digs at pretentiousness/formulaic music/ridiculous dance moves/wretched poetry with stock tropes (vampires, New Orleans, beauty-in-darkness). Vasquez was the kind of cranky bastard who could really write.
Donnie Darko was, IMHO, hugely overrated. It felt like a student filmmaker trying to do a David Lynch impression, overseasoning it with Hot Topic angst, missing, and somehow getting lucky. Given how his subsequent film, Southland Tales, fell flat, that’s probably not inaccurate.