That's exactly how I felt about it. I had a friend ask me if they should watch it, and I honestly didn't know how to answer that question. I basically said you'll feel awful at the end of it.
I remember watching it and within the first 15 minutes thinking "I think this was a bad choice", because of how dark and twisted it got. But the more the movie went on, the worse that feeling got.
You know a film has done it's job when you feel a certain way about it. That's one of those rare movies that I'll say was good, but will not watch again. Which doesn't happen too often.