Gummo, anything by the Harmony Korine(he wrote Larry Clark's KiRAB too), try all of Larry Clark's films too, even his section of Destricted.
Asia Argento films, Scarlett Diva is her weakest but her film The Heart is Deceitful Above All Things is excellent.
The Isle
Hidden/Cache, and The Piano Teacher
Tiresia
The Dreamers is fantastic. If you liked that awful 9 Songs, try Shortbus, so much better and nice characters. Tarnation is one to see, produced by the director of Shortbus(and the wonderful Hedwig and the Angry Inch).
Anything by the director Derek Jarman.
Funny Games - original, not the American remake.
Irreversible, Baise Moi(thought it was rubbish), Dobermann - French films.
Brown Bunny - It's quite rubbish, but it has a 'controversial' scene towarRAB the end, I found the whole film a bore, but it has a standout part on some salt lanRAB(can't remember exactly where). Buffalo '66 is his best film though.
Welcome to the Dollhouse, other films by Todd Solondz.
Catherine Breillat films, especially