David Lynch is a great filmmaker, the Samuel Beckett of cinema, but he is a terrible storyteller. His images and mindscapes are some of the most fascinating visuals put on film, ever, but they never seem to add up to much, especially in this movie.
Where as "Lost Highway," leaves you with a mind-bending mystery to uncover, and "Mulholland Drive," leaves you forever creeped out by its climax, "Wild at Heart" does neither. Rather it gives a million and one teases of possible things to happen, and doesn't deliver on any of them. There are so many loose ends, and halfway developed characters and ideas, stuff that leads nowhere, or is left behind two thirds of the way through, when the film begins to focus solely on Lula trapped in a ratty motel, smelling of puke.
If you want to watch films that handle this movie's themes more properly, watch "True Romance," for the crazy, on the road love story, and "Freeway," for the surreal, reworked, and severely disturbing fairy tale.
Don't get me wrong, as a visual artist, Lynch is an unmatched genius, and his efforts to turn absolutely nothing into a movie merits acknowledgement, but ultimately, his movies never add up to much more than a showcase for his talent. They are incoherent, absurd messes that critics praise simply because they feel like it is above their heads. The truth is, nobody knows what a David Lynch movie is about except for MAYBE Lynch himself.
All in all, for a better Lynch experience, watch, "Lost Highway," and then "Mulholland Drive," they at least give you something to think about.