(what follows is my opinion - nothing more, nothing less - I expect others to add their opinions in the comments below - I very much doubt we will all agree, but that just means there will be a healthy discussion - I hope)
Love it or hate it, "Shock" sells.
To a point.
Each release has to top the previous one in shock value for it to garner the needed attention and audience, and at some point, your audience get's numb to it.
Shock also turns some folks off, but initially your gain far outweighs your loses. So, I understand it as a business practice.
Disturbing to me has more value. Carcosa made me feel a bit disturbed after reading it. Alright, very disturbed. It wasn't shocking, it was disturbing. I'll almost always come back for more disturbing. It might take a while, but I can't help myself. I might never feel comfortable using it, but it keeps me always looking for Geoffrey McKinney's work. Not that there is much at this time ;)
The Omen as a movie was disturbing.
Nightmare on Elm Street and the whole genre of slasher films work off shock value.
Shock to me seems to be the easy substitute for disturbing, but that's like replacing a home cooked meal with McDonalds - they may both fill a need, but one is more fulfilling than the other.
Fuck For Satan might drive the bible thumpers angry by title alone but if they read Carcosa they'd break out the Holy Water and start the exorcism right then and there.
The thing is, to be disturbing you don't have to be evil or overwhelming or even in your face. You just need enough realism to make someone relate, to feel it.
Eh, maybe it's my occupation. "Shock" has never stuck with me, it has no value. "Disturbing" is the shit that you keep for years. The pool of blood and brains and raspberry jam. The maggots in the living crackhead's open sores, and trying not to touch the wiggles as you cuff the crackhead. Opening a door to the overwhelming stench of death and guessing the day of death based on the intensity of the smell. Looking for the living heroin addict's boot that was ripped from him when he was struck by a truck, only to find his foot still in it. The he-she prostitute baring it's hairy chest. The body with a bullet in it's temple but still breathing, slow to realize it was already dead.
Disturbing rents space in your head.
That's my problem, apparently. My bar is set higher than most ;)
I may need to write up some gaming examples of "disturbing encounters and locations" later on.