If you don't mind being creeped out, you will love these books:
The Prestige by Christopher Priest
This book had my flesh crawling by the 5th chapter, and the ending had me reeling with discomfort, disorientation and a tinge of disgust. Eek!
The Light Ages by Ian MacLeod
This book has an odd premise to begin with, and is part of the unusual wave of "Victorian" science fiction that I've been seeing lately. However, this author manages to make you care about the odd main character, though we never really find out how he triumphs in the end. It's got some very wierd characters and situations.
Felicity Savage's books, Humility Garden and Delta City are extremely creative, in that I could never have concieved of a world like this...it's just too bizarre. Reading her books is like walking into someone's drug or fever-induced dream, and you leave feeling queasy.
Mockingbird by Sean Stewart
This book is very superstitious and odd, a magic realism mixed with Latina chick lit work that kept me going, though I found the main character and her "riders" extremely creepy. But then, possession has always given me chills.
The Bone Dolls Twin by Lyn Flewelling
This book is by turns grotesque and fascinating, until the end, which is just plan horrifying and nasty. I couldn't bring myself to read the sequel. Dark fantasy involving children should carry a warning label, in my opinion.
The Dress Lodger by Sheri Holman
This book seemed an obvious ploy for the author to use some serious research she'd done on Cholera. While I appreciate people who like to delve into historical epidemics and their causes, I just can't respect an author who writes a book surrounding that research and doesn't do justice to the hard work of storytelling. There is also a trend I've seen in historically-based novels of this kind to be as descriptive of the gross bodily fluids and symptoms of the dread disease as possible, thereby making the reader squirm (or laugh, depending on how sick you are).