It depends on what about grimdark appeals to you.
For ultraviolence: Acts of Caine by Matt Stover, especially the first book. Though this is maybe sci-fi?
For snobbery hoity toity book club cred: Shadow of the Torturer by Gene Wolfe
For ultimate chunk: The Malazan Cycle by Steven Erikson. I recommend reading with a wiki open. It's worth the struggle, but it IS a struggle to get started.