I know it's cliche, but there's some pretty horrid stuff in THE HUNGER GAMES. And I'm not talking about all the bloody deaths. The bit that truly gave me the whillies was when Katniss was sitting, waiting to go up to the arena. I mean, come on! Being what, seventeen, and pretty much knowing that the moment you stepped into that arena you'd be condemning yourself to death? Holy crap. For me, inevitability is absolutely terrifying, so that might just be personal preference, but I had to put the book down for a minute.
As for myself? I write dark themes, but nothing too dark. Death, violence, but nothing mentally or graphically disturbing. Though, that's mainly down to the fact I don't think I could write it well enough. I do love me some grittiness.