I never put them down. Just keep reading. But there have been three books that turned my stomach due to certain sequences within them.
American Psycho, for reasons. Read it.
Haunted, for reason, read it.
Trickster, for the description of the killers first kill (its like 14 pages long!) Read it!

What it the homeless guy? The zoo? The guy walking his dog?
American Psycho, Haunted and Trickster are the only three books to make me feel nauseas due to its writing.