Writer/director with original scripts

[by Devol]

John Cassavetes
Christopher Guest
Albert Brooks (and Mel, ftm)

[TheDenizen]

Ed Wood

[Dumptruk4Lif]

Sam Fuller
John Cassavetes
David Lynch
George Romero

[MmzHrrdb]

Cameron Crowe

[mattorama12]

I think these three fit:

Richard Linklater
Trey Parker(/Matt Stone)
Edgar Wright

[Moribunny]

Many, if not most of my favorite directors wrote most/all of their own stuff:

Jacqus Rozier, Lynne Ramsay, Lina Wertmuller, Werner Herzog, Woody Allen, Satyajit Ray, Ermanno Olmi, Cristian Mungiu, Claude Chabrol, Abbas Kiarostami, Carl Theodor Dreyer, Nuri Bilge Ceylan, Shane Meadows, John Cassavetes, Wojciech Has, Roman Polanski, Ephrain Kishon, R.W. Fassbinder, Emir Kusturica, Aki Kaurismaki, Ingmar Bergman, Orson Welles, Dusan Makavejev, Charles Chaplin, Jean-Pierre Melville, James Gray, Kaneto Shindo, Sam Peckinpah, Peter Weir, Preston Sturges, John Waters, Eric Rohmer, Luis Bunuel, Hayao Miyazaki, Gus Van Sant... and those are just some of my personal faves... there are loads of others.

I don't know if Fellini was the main writer of most of his stuff. He usually used writers such as Tonino Guerra and other great ones. Great Italian directors (also Antonioni, Visconti, Monicelli, etc) seem to have been very involved in their scripts, but they weren't necessarily the primary authors.