Henry: Portrait of a Serial Killer Reviews
But in more objective terms: This film is a bit unique. Uniquely disturbing because it doesn't gloss over serial killings such as Seven (which is also a great movie, but not a great "serial killer" movie. Nor Silence of the Lambs.
If you want to see a bare-budget, realistic portrayal of a serial killer, this is it. If a big-budget, then just instead watch other movies that include detectives or whatever. This is raw.