It depends what kinds of horror movies are you into?
Gore Horror/Torture Porn: Cannibal Holocaust, I Spit on Your Grave
Body Horror: Invasion of the Body Snatchers, Slither, Taxidermia, Antichrist, The Skin I Live In
Psychological Horror: Audition, Blair Witch Project, Ring (J-horror version), Rosemary's Baby, The Shining, Session 9
Just plain awesome movies to watch: Synecdoche, New York (black comedy/Surrealist), Erasedhead, Taxi Driver, Falling Down
PM me if you want more