you can't make me
choose between Captain Beefheart and Tom Waits. So they're just tied for first and they're both my favorite.
Other favorites include Nina Hagen, PJ Harvey, Gordon Gano (of the Violent Femmes), Leonard Cohen, and Bjork.
Don't care as much for eccentric painters (except Hieronymous Bosch), or eccentric writers who don't put their stuff to music. Which isn't to say I don't care about them, just not as much as the musicians.