I definitely agree with those who have said Suicide Kings. I really, really enjoy watching that movie. The dark humor in it is perfect, IMO.
I have to add, The Virgin Suicides. Its really not a chick flick and its dark and well...maybe a bit depressing, which makes it great. Its directed by Sophia Coppola.
https://youtube.com/watch?v=uZ6cvgIGfH4