Not a horror movie but the guy in Robocop that goes into a vat of toxic waste and starts melting saying "hewwlpp me" and then gets hit by a car and basically slimed.
That was really disturbing when the guy (and everyone else) was covered in wax! His death wasn't AS bad but when he's still alive and can't move except for his eyes... - horrible!
All The Final Destinations' deaths are 'fun' to watch.
The Suicide at the beginning is pretty realistic and then the poor guy who is hung half dead, his leg severed, on a meat hook to eventually be put out his misery by his friend really gave me nightmares.