It depends on what kind of horror movie (I am a huge horror movie fan) - gore, or suspense, or supernatural, or...? What would you NOT like to see, might be a better question.
the Evil Dead movies. The first is more scary.. but the sequels are just hilarious. Lots of gore, but the humour offsets it. I watch these pretty regularly, as I have a bit of a crush on Ash..
These were ofc directed by Sam Raimi, who also did Drag Me To Hell, another good horror flick.
Can't beat the Nightmare on Elm Street films for classic villainry, Freddy rocks.
I really like the Hellraiser movies too.. well, 1, 2 and 4 (3 kind of sucked) and the rest are very hit and miss. Great story, though.
Se7en was really suspenseful... a bit graphic, but wow, great movie, good cast.
For a real retro treat, anything directed by Dario Argento, who did Suspiria and Phenomena (which has Iron Maiden in the soundtrack, whee). Strange movies, very artsy for thier time but I enjoy them even today. His most recent (I think?) was Mother of Tears, which I REALLY want to see and just have not got around to it...
Blair Witch Project was one of the few horror films that really scared me/ did my head in. The shaky camerawork (fake doco style) gets a bit annoying but it also adds to the feel.. which is .. yeah. Scary. Don't bother with the sequel, however, it stinks.
The Ring (American version) scared the bejeebers out of me, too. I have the books... and even they are scary! In a head twisty way, as well, which gives me the utter creeps.
And if you haven't seen Shaun of the Dead, SEE IT.
Another one I have not seen (shame on me, as a horror fan) but really want to is Let The Right One In. I plant to see this pretty soon, really looking forward to it.
Anyhow. I've seen a pile of horror over the years. lol.. Happy to suggest more.