I love horror films too, especially the ones that creep you out instead of throwing loads of gore at you.
Ju - On: The Grudge is one of my favourites - it's the only film that's actually given me nightmares. That damn ghost with the broken neck

It's also the film that started my interest in japanese horror.
The Blair Witch Project is another good one. I always love horror films that leave a lot to your imagination, and I've never really liked the woods to begin with.
I also thought the remake of Nightmare on Elm Street was pretty decent, but I'll always prefer the original. The sequels really screwed up Freddy's character though.