I hear this too often . . .
So, you want to be an actor/cinematographer/editor/screenwriter/director? Did you know that's like saying, "I want to be a driver/machinist/mechanic/designer/CEO"? Common misconception is that the director can do several things at once. As filmmakers, you need to understand that each position has it's own unique set of attributes that is difficult enough for one person to master. Without master cinematographers, actors, production designers, costumers, etc., the director is nothing. Being a director does not mean that you micro-manage everything on set. The director has their own unique job; to control the artistic direction of the film/video/commercial. This means the director needs to communicate with an actor to get a performance; with a production designer to execute a landscape, with a DP to create a mood, etc. A competent director surrounds themselves with a talented crew that they trust. Communication is the key. Delegation is the secret. The director is the conductor of the symphony, not the pianist/trumpeter/violist/conductor.
Begin your research by checking out a few site links. Here are some examples of directors who have done both film and commercial work:
John Hillcoat Samples
Michel Gondry Samples
David Fincher Sample
To get an idea of their film work, do a search on IMDB.com