I really liked "Silent Hill" and "Shaun of the Dead," the former for its great visuals, monsters, atmosphere, music, etc. and the latter because it had a very interesting transition from extremely funny to extremely serious and disturbing. However, I dislike the gore in both films...I just don't like a lot of blood and gore. I can tollerate it if I love everything else about the movie, but I can't tollerate extreme cruelty. Thus I have no interest in "Hostel," which seems basically like torture porn to me.
Some other horror/disturbing stuff I recommend:
-Unleashed (not horror, but disturbing as hell. Very sweet, though, and with so much heart...the film's strength is that it juxtaposes these two contrasting tones so well)
-Sleepy Hollow (just for the incredible visuals)
-The Devil's Backbone (I posted about this in a thread about what movies we saw last, it's a great Spanish film)
-Evil Dead II (hilarious but really sick, sometimes at the same time, such as the scene where SPOILER SPOILER Bruce Campbell's hand turns evil and starts attacking him, so he has to remove it with a chainsaw...really yucky, but the way the hand makes those squirrley noises and bashes plate after plate against Bruce/Ash is funny as hell. Think of it as "Beetlejuice" meets "Shaun of the Dead," or a demented Marx Brothers type of thing.)
-Kiss Kiss, Bang Bang (not horror, but rather dark humor that's funny and sick at the same time. I.e., Robert Downey Jr. gets his finger cut off, sewn back on, cut off again, and then it gets eaten by a dog! The tone's light and crazy enough for this to actually be funny instead of just yucky, though. My mom even liked the film and she hates nearly everything that's violent, so...yeah.)
-North Country (again, not horror, but disturbing as hell! There is so much cruelty, injustice, and sexism in this film that it's appalling. Basically a movie about women's rights being abused in a mine, etc.)
Of course, there's plenty of really creepy horror films I've never seen and don't want to see. I've heard that a lot of David Lynch's movies, especially "Eraserhead," are really disturbing.