You'll never go wrong with:
The Exorcist
The Shining
Poltergeist
Halloween
I could go on and on, but The Shining is my current fave. Especially the new widescreen edition that was just released.
Yeah, the Shinning is an awesome film. I've heard Steven King wasn't happy with it, I guess it diverges with the book.
A lot of people hated it, but I enjoyed "The Village" Not totally a horror film, but almost.