In all fairness, I've only seen the first Saw once and didn't have any interest in seeing the others.
I thought Kevin Spacey's portrayal of his character in Se7en was phenomenal. Strangely gentle, poetic and idealistic, yet simultaneously cruel and contradictory.
Another good one is Mr. Brooks, though it has some flaws. Loved the interactions between Kevin Costner and his diabolical conscience, William Hurt. The shocking revelation about his daughter. Even Dane Cook's character was interesting. I didn't care for Demi Moore's protagonist at all though.