First you need to work out what scares you. Is it paranormal activity? Psychological torment? Torture? The unknown? Zombies? Clowns? Dying? Creepy kids? Satanic ritual? Zombie clowns? What movies you find scary will entirely depend on this. (I once had someone recommend me some shitty movie about a Ouija board all because they were terrified of Ouija boards. Needless to say the movie was terrible).
Here are some recommendations but you'll need to work out what you find scary first to truly be recommended something you like -
The Mist - Not scary but well made.
Session 9 - Again, not that scary but different and might be the 'bit different' thing you're looking for.
Night of the Living Dead - The original, the classic. NOT the crappy 20th anniversary bullshit. NEVER watch that. Only get the original uncut film.
Audition - Again, 'a bit different'. You certainly won't forget it.
Jacob's Ladder - Creepy, a bit dated, but well made.
The Omen (original) - Slow and dated but made with conviction. If you see it when you're young enough it will stay with you.
The Exorcist (original) - The special effects let it down big time these days and the start is very slow but the building of dread in the middle part is very well done.
Poltergeist - It's old, it's PG, so it puts a lot of people off. But there is a sense of malice that comes through toward the end. The main girl died in real life during the third film and although both sequels suck there is an amazingly creepy preacher, performed by a guy dying of cancer (as they were filming) in the second film.
Texas Chainsaw Massacre (original) - Not so much scary as disturbing. Way more so than the remake which attempts to explain everything and end on a positive note.
Also - The Thing, The Descent, Evil Dead 2, The Host (monster movie that is not scary but different), The Ring, American Werewolf in London (more funny than scary, occasionally disturbing, good film).