I tend toward pretty dark lyrics. Not just gory or violent, though I do enjoy a well-written death metal song.
I like songs that tell a story. I'm a pretty voracious reader, and the nerdier the subject a song tackles, the happier I am, haha.
I really enjoy sci-fi and fantasy-based lyrics, as I read quite extensively in those genres.
All that aside, "Whiskey Lullaby" by Brad Paisley and Alison Krauss is one of my lyrical favorites. It is absolutely one of the saddest songs ever written. It touches upon so much that I've struggled with: being cheated on and left, a very serious drinking problem, deep and dark depression, and suicidal urges.
I tend toward the more dour stuff, sure... But there's a lot of to be said for a songwriter who is able to elucidate the beauty in the darkness.