You should see The Ring and The Blair Witch Project and The Sixth Sense if you haven't already.
The Shining is a classic.
Saw and Saw II were really good.
Dawn of the Dead
You should check out American Horror Story, it was a horror show that was on for one season on FX and it was crazy awesome.
Worth a mention: zodiac, 28 days later, hostel, paranormal activity, cloverfield, the devil's rejects, let me in/let the right one in