A few of my favorites, though most of them are more camp horror than anything. First up, my Holy Trinity of zombie comedy: Shaun of The Dead, ZombieLand and Tokyo Zombie. They've really got everything I need in a movie; zombies, comedy and a little bit of romance.
Freaks (1932) is classified as a horror movie, though I find the revenge ending a little corny, but the image of the sideshow performers chasing the woman down to enact said corny revenge still leaves me deeply unsettled.
Phantom of The Opera (1925). Not only does it make at least a token effort at being faithful to the book (genuinely and grotesquely deformed Erik FTW!), but I can say with absolute certainty that the unmasking hasn't lost it's ability to surprise first time viewers. Some years before he passed away, my late uncle gave me his copies of this and Chaney's Hunchback, and my first reaction, devoted Erik phangirl that I am, was still to nearly jump out of my seat. Nearly ten years later, one of the theaters in my area did a Halloween showing, complete with live orchestra. The ultimate nerdgasm was only mildly ruined by the silent filme N00bs behind me who giggled at the acting, but they, too, reacted with audible fright when the mask came off and silent, smug vengeance was mine.
And, finally, Night of The Living Dead only appears dated and hokey when you're playing MST3K with a friend while the lights are on. Alone and/or with the lights off, you forget the special effects aren't that great. Same goes for Michael Jackson's Thriller. (Ok, fine, it's technically really only a short film, but I don't care. My Halloween isn't complete unless I at least hear the song at some point. And don't even get me started on how much I HATE radio stations that cut out or start talking over Vincent Price's final evil laugh.)