I love horror movies, though most don't scare me...
My favorite is Thirteen Ghosts. It's not that scary, but it's got a good back story.
Any remake of a Stephen King book is bound to be good, even if it's low budget. The Stand, Needful Things, Carrie are a couple of my favorites.
Oh, for a real creepy one, watch Misery! There's no supernatural elements, just Kathy Bates as a creepy fan. Awesome.