I could never get into the Saw films, nor the Final Destination films. I suppose I'm just not morbid enough to enjoy watching people die in gruesome and painful ways. I watched Hostel once, too, and hated it.
It's not that I'm squeamish, I just find it disturbing how people get off on watching other people (actors, but not in the story) having their ribcage torn open, or burned to death.
If I'm going to watch a serial killer, I'd like it to be one with charisma like Lecter, not a foax moral code.