Oldboy is EXCELLENT. The ending is, well, it takes a lot to make me feel uncomfortable but this movie achieved it. One more of those movies which will make you feel uneasy is Man Botes Dog. This is ONLY for those with very very very thick skin. This is one of the most disturbing movies ever made:
Man bites dog (
http://www.imdb.com/title/tt0103905/ )
This movie is about a documentary crew following a serial killer/rapist. It is a french film. I watched it and the violence of it captivated me it was so over the top. I know people who have felt ill after watching it. So weigh up your tolerance and consider renting this.