Seen Elephant, it's a slow-paced one that's not AMAZING but the way the story builds up to the actual shooting (which is just generally about a school shooting) is heartbreaking. School shootings aren't common in the US, it just so happens that when it occurs in the US it is big. I've never known anyone involved in a school shooting or whose school has had a school shooting. The media makes it out like this is occurring every week in the US.
Haven't seen Gerry, heard of it, and I haven't seen Last Days - once again BASED but I don't believe it relates to his life - but I remember it aired on Film4 in January of this year, so it's bound to come on again soon.
Another Gus Van Sant film you should check out is To Die For.