The Ring is overrated IMO. I haven't yet seen The Eye but it looks promising.
The Shining is one of the all-time shityourpants scary films, both on cheap jump tactics and the psychological factor.
Though it doesn't get me as much anymore, Night of the Living Dead, the remake, creeped me out. Tony Dodd getting killed after becoming a zombie, just so damn unfair.
As of late, imagery and actual plot are what scare me. Hellraiser is downright mindfuckery (concept of a skewed heaven and hell.. for those who have seen it "jeeesus weept, hahahahaha")
Event Horizon would have been better had they gone to hell, but the scenes of abject perversion make it one of the betters. In the Mouth of Madness is one of the better films depicting Cthulu, though it didnt seem to have that realistic edge to it.. didnt really frighten me so much as fascinate. Plus Sam Neil is a spectacular actor.
As for 28 Days Later, thats more of a social commentary than anything else. Its a very eery film, seeing London deserted is surreal enough. Certainly the running infected give the zombie genre a shot in the arm
If anyone else has anything to recommend please make yourself known... im off to try to find copies of HR2/3 for an initial viewing... "well tear your soul apart"