The Proyas scene was by far the most disturbing to me. It's up there with the White Luck Warrior ending in that it actually made me question why I'm reading the series, although the shock value of both is much lessened in hindsight. I wouldn't otherwise be into the series if I wasn't already a fan of dark fantasy but I do think you can go too far, although I admit it's hard for me to articulate why.
I've read a lot of post-nuclear Sci Fi in the past, so I knew what was coming, but the descriptions of the Scalded was nonetheless incredibly harrowing.
The book was amazing but overall I would say it was one of the most depressing works I've read in a while.