The Ring - Samara is bae. Even cosplayed as her for Halloween once~
Saw - While the story is dodgy at best, it at least tries to inject some sense of philosophy into itself instead of just being gore for its own sake. Otherwise I'm a fan of the creativity of the traps, and Jigsaw is a hell of a villain. My personal favourite is Saw III.
Cabin in the Woods - Horror-comedy done right. A fun subversion of the genre with some wonderfully grotesque creations.
Drag Me To Hell - Again, horror-comedy done right. And the ending is a doozy.
Black Swan - I'm really stretching the definition of "horror movie" with this, but I love Darren Arronofsky and his psychological narrative is too good to pass up on. Not scary or gory, but creepy as hell.
Antichrist - I can't tell if it's absolutely brilliant or incredibly idiotic, but it's definitely memorable. And it has a talking fox, what's not to love about that?
The Devil's Rejects - I guess it's horror? Kind of. Either way, Rob Zombie is great. Killer soundtrack, too.
House of 1,000 Corpses - Not as much as fan of this as I am of the above, but it's too weird and wonderful to not mention. Never change, Mr Zombie, never change~