A lot of Vertigo books would be right up your alley. 100 Bullets, Spaceman and Scalped, in particular I'd imagine. Preacher is great, too. The Maxx by Sam Keith is brutal and psychedelic and emotional all at the same time. Sandman Mystery Theater is awesome, and mostly collected. If you don't mind a more 'comic' comic (in writing and art), Chew is really good and has that twisted mentality you might be looking for. Brian Michael Bendis' Daredevil run is gritty and epic. If you enjoy that, you can just keep going with Ed Brubaker's Daredevil run which immediately follows it. If you're into manga or Japanese-style comics/cartoons, check out Lone Wolf and Cub, which is as exciting and bloodsplattered as it is engrossing.
I also concur with Sin City and From Hell.