I'm surprised at the Natural Born Killers discussion. In my experience it's a pretty universally hated movie. The only people that like it, like it because it's a glorification and exploitation of violence.
I wouldn't have called Man Bites Dog a success either. I don't think you really can condemn societal exploitation of violence without becoming it yourself. Like, just say "The media glorifies and exploits violence, which is bad." There, your point's made. Nothing in a movie is going to make that point better, it will just demonstrate it. Because film in any sense is an exploitative medium. It's like cutting off your nose to spite your face.