*bump* Here's a more comprehensive list of all the directors, since that previous one only went up three McSeasons and got some of the episodes wrong.
Wes Archer[4ACV01] Kif Gets Knocked Up A Notch
[4ACV10] The Why Of Fry
Peter Avanzino[1ACV02] The Series Has Landed
[1ACV05] Fear of a Bot Planet (with Carlos Baeze and co-directors Ashley Lenz & Chris Suave)
[1ACV10] A Flight to Remember
[2ACV04] Xmas Story
[2ACV13] Bender Gets Made
[3ACV02] Parasites Lost
[3ACV10] Insane in the Mainframe
[4ACV08] Crimes Of The Hot
[4ACV17] Spanish Fry
Carlos Baeze[1ACV05] Fear of a Bot Planet (with Peter Avanzino and co-directors Ashley Lenz & Chris Suave)
Dwayne Carey-Hill[4ACV14] Obsoletely Fabulous
Susan Dietter[1ACV08] A Big Piece of Garbage
[2ACV09] A Bicyclops Built for Two
[2ACV18] The Honking
[3ACV09] The Cyber House Rules
[3ACV20] Godfellas
[4ACV04] Less Than Hero
Mark Ervin[2ACV01] I Second That Emotion
[2ACV11] How Hermes Requisitioned His Groove Back
[2ACV19] The Cryonic Woman
[3ACV07] The Day The Earth Stood Stupid
[3ACV17] A Pharoah To Remember
[4ACV02] Leela's Homeworld
Bret Haaland[1ACV03] I, Roommate
[1ACV11] Mars University
[2ACV03] A Head In The Polls
[2ACV12] The Deep South
[3ACV08] That's Lobstertainment
[3ACV18] Anthology Of Interest II
[4ACV09] Teenage Mutant Leela's Hurdles
[4ACV18] The Devil's Hands Are Idle Playthings
Ron Hughart[1ACV06] A Fishful of Dollars (with Gregg Vanzo)
[1ACV13] Fry and the Slurm Factory
[2ACV08] Raging Bender
[2ACV17] War is the H-Word
[3ACV03] A Tale of Two Santas
[3ACV13] Bendin' In The Wind
[3ACV22] The 30% Iron Chef
[4ACV06] Bender Should Not Be Allowed On TV
[4ACV15] The Farnsworth Parabox
Ashley Lenz[1ACV05] Fear of a Bot Planet (co-directed with Chris Suave and with directors Peter Avanzino and Carlos Baeze)
Chris Louden[2ACV07] Put Your Head on My Shoulder
[2ACV16] Anthology of Interest I (with Rich Moore)
[3ACV04] The Luck of the Fryrish
[3ACV14] Time Keeps On Slipping
Jeffrey Lynch[1ACV07] My Three Suns (with Kevin O'Brien)
[2ACV02] Brannigan Begin Again
Rich Moore[1ACV01] Space Pilot 3000 (with Gregg Vanzo)
[1ACV09] Hell is Other Robots
[2ACV10] A Clone of My Own
[2ACV16] Anthology of Interest I (with Chris Louden)
[3ACV19] Roswell That Ends Well
Kevin O'Brien[1ACV07] My Three Suns (with Jeffrey Lynch)
James Purdum[3ACV05] The Birdbot of Ice-catraz
[3ACV15] I Dated A Robot
[4ACV05] A Taste Of Freedom
[4ACV13] Bend Her
Swinton O. Scott III[3ACV06] Bendless Love
[3ACV16] A Leela Of Her Own
[4ACV07] Jurrasic Bark
[4ACV16] Three Hundred Big Boys
Brian Sheesley[1ACV04] Love's Labors Lost in Space
[1ACV12] When Aliens Attack
[2ACV05] Why Must I Be a Crustacean in Love
[2ACV14] Mother's Day
[3ACV01] Amazon Women in the Mood
[3ACV12] The Route Of All Evil
[3ACV21] Futurestock
[4ACV03] Love And Rocket
[4ACV12] The Sting
Pat Shinagawa[3ACV10] Where The Buggalo Roam
[4ACV11] Where No Fan Has Gone Before
Chris Suave[1ACV05] Fear of a Bot Planet (co-directed with Ashley Lenza and with directors Peter Avanzino and Carlso Baeze)
[2ACV06] Lesser of Two Evils
[2ACV15] The Problem With Popplers (with Gregg Vanzo)
Gregg Vanzo[1ACV01] Space Pilot 3000 (with Rich Moore)
[1ACV06] A Fishful of Dollars (with Ron Hughart)
[2ACV15] The Problem With Popplers (with Chris Suave)
And my personal pick for favourite would have to be Brian Sheesley. A close second would be Susie Dietter and Peter Avanzino, but Sheesley's work is the bees knees on WMIBACIL, AWITM, The Route Of All Evil, Love And Rocket and (in a literal sense as well
) The Sting. An honourary mention must go the Dwayne Carey-Hill as well: he only did Obsoletely Fabulous but it was a doozy.