Good pick, Gia. In My Dark Places is a great read. James Elroy's fiction work is pretty twisted & fun too. Check out his Killer on the Road, Blood on the Moon, Suicide Hill, & of course The Black Dahlia.
A few years back, Sandy Steward turned me on to Topping from Below by Laura Reese. It's got murder, s&m, humiliation, beastiality--it's like Red Dragon if written by the JM crew!
But, if you're really fucked up & need something to mellow you out after a stressful day, my personal fav is still American Psycho by Bret Easton Ellis.