I have to go with a classic and say the Exorcist. Probably my favorite scary movie. The Exorcism of Emily Rose was also really scary. (I guess I have a thing for demon possession, lol)
If you don't have an aversion to silent movies, both the Cabinet of Dr. Caligari and Nosferatu are good. They aren't really scary, but good stories and amazing sets and cinematography.
I also like 30 Days of Night (and will be seeing it again soon) as that's what my nightmares about vampires tend to be like. Tonight I also saw Fright Night (the 2011 version, the original was a little too silly, IMO). Here's a brief taste:
(What follows creeps me out every time I see it.)
This movie drags some scenes out, brilliantly IMO that just makes me shudder, but some people hate that. I also like vampires where they're more evil spirits (which is why they don't always show up on vid or cast reflections, and I especially love it when they cast no shadows, that flashlight beams seem to go through them like they're not even there...and being more spirit than material they're sensitive to psychic vibrations which is why they'd need an invite by a home's owner to enter and be sensitive to holy symbols, at least if there's enough faith behind it).
Let's see...for something more raw rather than creepy there's Dawn of the Dead (2004), a zombie apocalypse.
There's another one but it would make some people groan and I'm not in the mood to explain why it gets to me.