I love horror but apparently I don't vibe with a lot of recommendations I find online.
I'd seen so much hype about Event Horizon and I absolutely hated it and didn't find it scary. I just watched Late Night With the Devil and whole it was definitely enjoyable, it wasn't the least but frightening. I also just watched Let the Right One In and really didn't like it. It also was not a horror movie in my opinion.
I will say one of my favorites is Sinister or the first Conjuring. Sinister for the stomach twisting dread and suspence throughout and Conjuring for the same.
For me The Shining is one of the scariest movies and The VVITCH also comes really close to that feeling. For different types of horror I'd also recommend La Piel que Habito, Shutter and The Haunting of Hill House (the show).
And if you get the chance try the book version of Let the Right One In. It's much better than the movie and more of a horror imo.