I recently read The Parable of the Sower and it really affected me, both because I felt empathy for the characters and because I saw some uncomfortable parallels in the recent history of our world.
I also was disturbed by The Sparrow. Though frankly I wouldn't recommend it for a lot of reasons.
Battle Royale is intensely violent, in a really personal way.
For graphic novels, From Hell is a really rough read honestly, but also really interesting