I don't have a favorite, but this is a list of movies that I usually turn my head when a violent scene appears. There must be a thin line b/w violence and gore.
I have to agree that battle scenes of Gladiator, private ryan, windtalkers, Gangs of NY, braveheart were a bit violent.

I thought Aliens and Preditor was up there in the gore category.

But for single Kills: American X (curb scene), NBK, scarface (bathroom scene), Interview with Vampire, Hammibal (dinner scene)