I like Sci Fi horror, psychological horror and horror that revolves around monotheistic religions and spirituality. So in no particular order;
Alien (A proper sci fi psychological horror, the second one is an AMERICA, **** YEAH! action movie).
Event Horizon (a sci fi religious horror with a spattering of gore).
The Exorcist (no explanation needed).
The Omen (everything after the first one is trash).
The Thing (original version, not the modern prequel, good sci fi monster horror).
Ring (famous Japanese spirituality / psychological horror).
A Tale Of Two Sisters (Korean psychological horror).
I Saw The Devil (Korean psychological horror).
R-Point (Korean horror set during the Vietnam war).
Hardware (Post apocalyptic horror film based on a 2000AD comic short called Shok!).
Everything in that list I have on DVD and enjoy. I also have prequels and sequels of various on the list and other horror stuff. But that's my top ten.
I think American horror cinema went down the pan quite a bit and doesn't have the history that other cultures have to make good psychological, spiritual or religious based horror. If you look at American horror, it's gore porn, psychotic killers, or haunted houses built on ancient burial grounds. Korean and Japanese horror I find has a far greater spiritual and religious history as well as folklore to pull ideas for monsters, demons and the like from as well as the stereotypical psychological, spiritual and religious based stuff.