I'm pretty much immune to fear due to over-saturation from books and films by this point, but the following are pretty nice and spooky:
The Elementals, by Michael McDowell
The Haunting of Hill House, by Shirley Jackson
Psychlone, by Greg Bear
Dreamcatcher, by Stephen King (gross)
The Color Out of Space, by HP Lovecraft (more a short story or novelette).
Several of these have been made into films. Dreamcatcher the movie is probably at least as disturbing as the book. Neither the old nor the new version of the Haunting of Hill House properly captures it, though the old film does a much better job than the new.