Shining and any Hitchcock as well as a few John Carpenters are the only really serious ones I can think of.

Then if you like horror-comedy, as I do, I thought the Scream trilogy was a gas, as well as American Werewolf in wherever and stuff like that.

Oh, some Polanski's might go in there, too: The Ninth Gate comes to mind... It's just not the kind that really scares you all that much (I don't really like to be scared anyway), but pretty eerie. I guess you could also stick the Ring in there, which was super-scary for me, but it gave me nightmares, so I've never re-watched it.