I absolutely love horror!
Great movie that may not have already been mentioned include
House On Haunted Hill. That's the remake. And for God's sake, stay away from the sequel! Fantastically horrific imagery.
Cthulhu. Probably hard to find on DVD, as it's on Here, which deals in gay movies, and thus probably limited. But it's definitely worth effort to find it, as it's one of the best Lovecraft movies out there.
Angel Heart. Great detective story that turns out to be a supernatural horror flick. One of Mickey Roarke's best movies. Robert De Niro is at his top form.
Surveillance. Where the monsters are human.
Dagon. By the makers of Re-Animator, it's a very good Lovcraftian production.
From Beyond. Ditto.
Behind The Mask. Great horror mockumentary.
Dark City. Sci-fi/horror film. Homage to German expressionism.
The Hitcher. Surreal serial killer movie, with Rutger Hauer at his best. For God's sake, stay away from the remake!
Bubba Hotep. Hilarious horror/comedy, with the great Bruce Campbell and Ozzie Davis.
Grimm Love. Inspired by the real life horror story of a cannibal murderer and his willing victim.
The Cabinet Of Dr. Caligari. Both the original black and white German original, and the American remake. Like seeing a bad dream.
I'm sure there are others.
As for fiction-
Have you ever read anything by H.P. Lovecraft? His fiction is perhaps unlike anything written prior, and he has many modern imitators, especially when it comes to his Cthulhu Mythos. Stephen King, Clive Barker, Ramsey Campbell, and a slew of other horror writers have acknowledged his invaluable influence.
-Bill, otherwise known as Kraichgauer