Even though I saw them twice in concert (and they are great live), I was never really a huge fan. Trent's vocals are weak and he always overproduced most of his music and stripped it's of it's soul. The guitars were just background noise and not the drive shafts of the song.
I felt their penultimate song was 'Burn' off the Natural Born Killers soundtrack. Everything great about NiN is all in that song. It felt raw, unhinged and menacing.