I enjoy Wilde's wit as much as anyone, but surely you can recognize the unnecessary simplification of the above statement? You enjoy Blood Meridian, Macbeth, Moby-Dick, Wagner, late Beethoven, Goya's black paintings, etc., don't you? The depiction of suffering in such works is not equivalent to an endorsement of suffering. The true reason why we are attracted to such works is no doubt too complex for me to understand perfectly, let alone capture in a little post on LitNet, but I think it has something to do with an enthusiasm for as clear a view of the world as possible. The search for truth, Keats' Grecian Urn aside, will unearth other things besides beauty. I'm not sure that this 'sympathy with pain' has anything to do with morality, in fact I agree with Wilde's other statement that 'there is no such thing as a moral or an immoral book'. Nonetheless, the exclusion of pain from any medium would leave artwork produced in said medium really, really boring.
As for the OP, the only thing I can think of to recommend that's a really great, gritty work of art isn't a literary text, it's a punk rock album: Daydream Nation, by Sonic Youth.