As a graduate student, it's hard to say who's influenced me the most. Certainly my advisor seems to be a strong candidate, though others mentioned above have also influenced me. Still, there is an individual who has influenced my mathematical development at several different times in my career so far and who deserves a mention. From my talks with other grad students, I know I am not alone in being grateful for this person's work and his clear way of thinking and writing about mathematics.
Who: Keith Conrad
Which work: his body of expository papers at http://www.math.uconn.edu/~kconrad/blurbs/
When/Why: First, sophomore year of undergrad, in an elementary number theory course. This course and Professor Conrad's writings helped convince me to go to grad school. Then also junior year when I saw him give a talk at a conference and later at my own college. And more recently in the first year of grad school when I learned about tensor products, modules, exterior algebras, Galois theory, and several other topics.