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.
If you want something a bit different, seek out Threads. It's on the Internet Archive (here, in fact)
Not a traditional horror film at all, it's set in the north of England in the early 80s (depending what n where you're from, the accents might prove a challenge!) and shows the ordinary people of a small city gradually coming to terms with escalating tensions between East and West, which result in all out nuclear war.
And then we get to see the actual on the ground nightmare that that would be. Not in a showy Hollywood way but in a grim, horrifyingly real feeling gritty British drama way. Bleak isn't the word.
It's something that's never quite left me since I saw it for the first and so far only time some years ago. Truly disturbing, and not fun at any point after things start getting serious. Brilliant though.