Martyrs (assuming you mean the original) I found fascinating. While it may not be particularly deep, at least there was a point to it, even if that point is all encompassing nihilism.
For me, that is the point in horror as a genre, to confront you with philosophy. Zombie movies aren't really about zombies, etc...
IMHO, A Serbian Film and Human Centipede 2 have some of the most disturbing scenes I've ever seen. Realizing that they are made for shock value kind of make them laughable though.
...which is why I agree with you completely here, they are just gore for the sake of gore. The best bit about HC2 is how HC exists as a film within it, which opens the possibility that it's also a part of St Elsewhere.
Fun story, Salo was required reading (I guess watching?) for a few friends of mine at uni on different courses. I guess the lecturers were having fun messing with freshers. I already had a copy (ahoy) and was known as "the guy that watches weird films" so I ended up being a watch buddy for various people who really, really, didn't like gore. I ended up dating one of them for a bit, which was always a fun "how did you meet?" story.