Oh! Reminds me of my Films That Scare You thread.
A few modern ones that you might not have seen yet:
For something a little different:
The sad reality is that there's a limited selection of good horror movies, and a very sparse number of great ones. The genre is chock full of clichés and unispired direction. If you do manage to find one with a decent story, it often fails to deliver a few scares, and vice versa.