This is based on opinion. Please don't list it on a work's trope example list.
Nightmare Fuel / Elantris
Being taken by the shaod and becoming an Elantrian means becoming immortal...except that your body cannot heal. Any cut, bruise, or stubbed toe will hurt forever, slowly driving you toward madness. Some Elantrians have endured this for YEARS while others have simply descended into mindlessness. In addition, it is thought that burning an Elantrian to ash is the only way to truly kill one, but nobody knows for sure, so it could instead mean an eternity of nothing but pain, all of your senses obliterated and replaced by nothing but agony.
Shaor's fate. Her follower give their bloodied wig to Raoden, as a sign of them switching their devotion to him, and that's all we know. Her body is never found afterward, not even among the hoeds.
Also, anything to do with Dakhor magic. They grow their bones into the shapes of runes through an extremely painful process. That's Nightmare Fuel enough already; then you find out about the techniques that are Powered by a Forsaken Child...
Actually, all Dakhor techniques are powered that way. It's mentioned that granting their monks their powers costs multiple lives for each granted power. Dilaf's Anti-Magic cost fifty and he wasn't even sure if he would ever need to use it.