OK, I may be warped, but 5 of my top 20 favourite movies are Fight Club, Se7en, Pulp Fiction, Natural Born Killers, and Angel Heart. I own three of them on DVD, and will get the other two soon enough.
If you actually watch Fight Club and Se7en closely for the violence, there actually ain't that much in comparison to most action movies. Much of the violence is inferred, but the way the movie is set up it can be very disturbing. However, I appreciate the style and immense skill in creating that sort of tone, despite the fact that they show MUCH less violence than something like Die Hard.
As for Natural Born Killers, the violence did not seem gratuitous to me at all. There was lots, but the movie NEEDED it in my view, because of the type of movie it was. However, the most chilling scene in the movie was the flashback with Rodney Dangerfield as the sicko father, with a laughtrack overlay.
Pulp Fiction was just damn funny.
One movie I found a bit more screwed up actually was Last Tango in Paris (although I still liked it).