I'm surprised no one mentioned "Jacob's Ladder". That's one of my favorites despite it's age. It just bombarded you with mind-fucks and disturbing imagery. Much better than your typical "Boo scares" of modern horror.
"The Ring" was surprisingly good. Kept me nice and creeped out throughout. Maybe a niche thing, you may or may not like it. If you liked "The Ring 2", you're retarded though. Most disappointing sequel ever.
"The Blaire Witch Project" was quite good. Don't let the fact that it was over-hyped when it came out fool you. I wanted to hate it, and it's approach to horror was so subtle that I actually overlooked it at first. If you're not willing to give the movie a chance, you can easily watch the whole thing and say "Pfft, nothing ever happened! Worst movie ever!"
When you do give it a chance, however, you notice the subtle things that don't quite add up and they are quite freaky to behold. May take a few watches for the less observant folks.
It's definitely one of those "When you see it, you'll shit bricks" moments.