I think out of all of the discworld books the nightwatch ones are always the most charged. I remember reading Vime's theory on poverty in regards to boots (it's got a specific name in the universe but I can't recall it) and thinking man, that's like solid theory right there. As such I always feel like these are the "gritty" books of an otherwise very silly and lighthearted series. 
I think the nightwatch, where you go back in time with Vimes and see the founding of the watch is one of the best of the series and ultimately on of the darkest and most riveting.