I always found it difficult to name my favorite 90s Scorsese. I love both Casino and Goodfellas, but tend to prefer Casino, mainly because it's more epic. And yes, it's brutal. The first time I saw it I was very young, and found the scene where Pesci goes to that woman's house and just shoots her in the head to be very very disturbing. But both movies are great fun, and really wonderful displays of great filmmaking - also, very interesting, even though the movies are somewhat similar in their storytelling, the choice of different DPs with very particular styles also make them quite different.
Oh, and The Age of Innocence is right up there with those two movies as one of the best Scorseses of the 90s.