If you haven't read Lovecraft, find a good collection and have at it. I would also second Levite's recommendation of Jonathan Strange and Mr. Norrell, even if I have to concede that it gets very strange and intense by the end.
The Dark Tower series by Stephen King is an excellent horror/fantasy hybrid if you're looking for something to take up a lot of time.
And, even if it can't strictly be called horror either, I'd be remiss if I didn't in a fantasy thread recommend the Realm of the Elderling books by Robin Hobb (3 trilogies, make sure you read them in order) and, of course, A Song of Ice and Fire by George R. R. Martin.
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