Probably more than you were hoping for, but here it is anyway:
I agree that the majority of horror movies (especially nowadays) rely too much on cliche. I tend to prefer the older horror movies that focus on the psychological aspects of terror; movies that delve into the unknown or that lead you to think "what if...?" My favorites:
The Exorcist - I'm not a "heaven and hell" kind of person, but this movie scares the bejesus out of me. The symbolism, the moralilty, the struggle of losing faith and regaining it, the battle over an innocent child's soul...all mixed with fantastically disturbing special effects and sacrilegious imagery...makes for the most frightening film I've ever seen.
Rosemary's Baby - Some of the same reasons listed above, but this is more of a slow burn. Polanski really took his time developing the characters and building the tension before the big reveal and chilling ending. The thought that this movie is being remade makes me sick to no end.
A Nightmare on Elm Street - The idea that you could be killed by a dream is extremely unsettling to me. Plus, Johnny Depp's last scene is freakin' awesome.
The Haunting - Normally, I don't care for 'haunted house' stories, but this one actually works for me. This black & white movie, made in 1963 (by the same man who made West Side Story and The Sound of Music), creates an astoundingly creepy atmosphere purely with lighting and sound effects - there are absolutely no visual effects (ghostly visions, objects moving, etc.) anywhere in the film...something the 90's remake obviously ignored.
Alien - There's a reason the tagline for this movie was 'In space no one can hear you scream.' Fear, paranoia, isolation, androids, little face-raping spider-crab-looking aliens with vagina-shaped egg depositors, and a giant head-shaped-like-a-penis alien with two mouths, and Tom Skerrit...how can it get any scarier than that?
The Thing - While technically a remake, there is little resemblance to the original on which it is based. Much like Alien, it takes fear, paranoia and isolation and mixes it with some of the absolute best special effects work in any horror film. This gem keeps you on the edge of your seat the whole time. The best 'creature feature' ever made, IMHO.
As for just straight-up horror/gore:
An American Werewolf in London
Dead Alive
Evil Dead 2
Final Destination 1 & 2 (3 sucked)
Hellraiser
Halloween
Night of the Living Dead/Dawn of the Dead
Saw (the whole series)
Favorite Foregin Horror:
Profondo Rosso, Suspiria, Tenebre - All made by Dario Argento
Shawn of the Dead, The Descent, Dog Soldiers - UK counts as foreign in America
Ju-on (the Grudge), The Eye, One Missed Call, Shutter - forget the American remakes!
Audition, Ichi the Killer - Made by Takeshi Miike (also One Missed Call)
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If it wasn't for bad luck I wouldn't have no luck at all. D'OH!