I watched Eraserhead for the first time a few days ago. I'm a very big fan of Lynch and it was definitely one of his better movies.
Martyrs is about as close as you can get to a snuff film without any death. The beginning is quite shocking but like any of those movies, the more pain and torture the characters suffer the less you care.
remarkably, I remember being very disappointed when I finally watched The Exorcist in the late '90's. I was horribly bored. In fact, my favorite scene in the movie (in terms of being unsettled) never appeared in the orignial movie -- it's the scene where she scrambles down the steps like a human spider.
I guess I missed this response back when you first posted it, but it mirrors my feelings to a T. Right down to the spider scene being probably my favorite moment. I watched The Exorcist at maybe 13 or so and I watched it alone (well, I had friends there but they were tired and fell asleep before much of anything happened) and, as I was already kind of starting up my horror movie phase and had seen my fair share, I just felt like it was widely overrated (and it probably didn't help that even then I felt the Devil was a silly thing to be scared of).
Hmm, dark movies are not easy to make, that's for sure. I can't really recall any that stood out for me except Clockwork Orange and One flew over the cuckoo's nest.
And perhaps a little bit Suckerpunch. I found the multi-layered nature of the movie as the various depths of psyche original enough to be positively amused for watching the movie. But at the same time, I sort of do wish the writers would have done an even better job at it, because the idea, the cast, production, it was all pretty top notch. Original and full of potential, but it caters a bit too much to pure sensation and action. They could have made the film much better.