If one means “arts” in the broadest sense of the word, I’d have to say William Blake, because I like both his poetry and his graphic artistry, as well as his particular brand of madness.
If you mean visual artistry (which people often do when they use the term without a qualifier,) I generally enjoy fantastical and imaginative art, but not so fantastical or imaginative that it requires / shows no skill. So, artists like Vincent Van Gogh, Francisco Goya, Hieronymus Bosch, and M.C. Escher top the list.
Tiger Riding for Beginners 