Scarydinosaurs, you mentioned you have read a lot of Irvine Welsh - Marabou Stork Nightmares was the other book I have had to skip pages! Very grim, but very well written.
I don't remember the bit with the nail gun. Am I right in thinking the majority of the prolonged violence in American Psycho is carried out against women? I don't remember any male victims, but it's been a long time since I read it, and perhaps those scenes just haven't stuck with me as much. I will say I thought the ending was a let down...