Strangeland - Captain Howdie (Dee Snider of Twisted Sister) has everyone hung up, mouths sown shout, in cages, just some weird stuff in that movie. Loved it though, real good flick. Check it out if you havent seen it. I was really surprised at the movie, it was way better than I would have ever thought.
Evil Dead - The pencil in the ankle.
Final Destination 2 - When the plate of glass fell on the kid, gross!
Basketcase - I have never been able to sit on the toilet without first turning on the light and looking into it thanks to that film.
Pans Labyrinth, I wont give this away since this is a new film but I will say.....the Nose scene! OUCH! Even the mouth scene!
I agree about the horse in The Cell, pretty freaky.