Pyschco was and still is amazing...so definately my favorite.

I also like the Grudge, the Ring, Silent Hill,the Shining, 1978s Invasion of the Body Snatchers, and Carrie. The first three bring back funny memories of friends.
Planet Terror and Alien are also good.

Oh and the award for the funniest horror movie, that wasn't supposed to be funny goes to: Prom Night. It was sooo cliche, you couldn't help but laugh.