Guillaume, how about, what are your favourites in French films? Cristophe Gans (f.e. "The Brotherhood of the Wolves" - Le Pacte Des Loups)?
Christophe Gans was a great critic (i loved his cinema magazine Starfix in the 80's, very passionnate magazine about directors and movies...here's a cool book released a few months ago with some of their best reviews and features:

and as a director i quite like his movies, they are visually very nicely done...i remember liking "crying freeman", "le pacte des loups" and "silent hill", i was a bit mixed about his "beauty and the beast" though.
"Le Haine" which is GREAT).
Kassovitz is a fine actor and a good director too, especially his early movies (and the last one "l'ordre et la morale" was good too), my favourite film from him is still "Assassin(s)", a very controversial movie, very bleak, somber, violent, melancholy movie; a tale about violence in suburbs and our overwhelming "medias" society.

One of my favourite french movies is Claude Berri's "Tchao pantin", a moving sad "thriller" with great lead performances, a story about loneliness, friendship, love and death!...also a good picture/portrayal of Paris in the early 80's :

I'm still waiting for a DVD or Blu of 'Savage Nights' to appear in the UK... not only a great film but to my knowledge, the only time an NMA song showed up in a movie! 
I haven't watched this movie in years but i remember it did well at the box office but was again another very controversial movie here!
And yes, you can hear "Purity" a few seconds, in the film, when the lead character (and director Cyril Collard -RIP-) is driving.