Toukyou Kushu human becomes a ghoul, a sort of human eating being. This might be considered horror, but it focuses much more on themes like good vs evil, and being human (the ghouls are pretty human-like) than it does on horror. But there are instances of death and extreme violence.
Verdant Lord Well... he doesn't complain about his powers too much, but they're definitely unwanted. Plant related powers.
Strike the Blood Has all the power of one of the original vampires, can't control it.
Antimagia Missing prince returns to his kingdom with magical powers, but those powers come at a steep price.
Chronos - Deep Living shadows that steal the warmth from their human hosts. Using their shadows too much can cause them to get cold and die.
Monochrome Factor World of shadow vs light. If I remember right I thought the writing on this one was laughibly bad, but I liked the idea behind it.
3x3 Eyes Not too many consequences to his powers, although he does get damaged by overusing beast magics on occasion. He can't die, at all, so there's some reasonably expected body parts flying when fighting demons, but the tone is never meant to be dark and gruesome.
Dawn - Tsumetai Te Plague related powers? He loses control of himself and kills other plague infested bodies. Sometimes confusing to follow what's happening once in awhile.
Some that might not fit your request so well.:
Rosario to Vampire - Season II, eventually has this, but it doesn't become the main focus until way late in the series. You'd have to read a lot to get the the part where that happens.
Devilman This one... is mostly horror. But if you like older manga, you might like it anyway.
World Embryo eventually fits... Kind of a tedious story, in my opinion, but I let people decide for themselves.
