I'm an avid fan of horror films - as far as just ordinary horror movies go, Shaun of the Dead (I know it's comedy, but it can be classified as horror as well), The Exorcist, The Shining, and 28 Days Later. Most horror movies are crap tbh.
Although, I can't watch any horror films with bugs/clowns.
I really want to watch Drag Me to Hell, but I haven't gotten the chance to yet. Hopefully if it comes out in better quality online, I'll watch it.
To be honest though, most of the time, the ones that freak the hell out of me are the ones that are gory (and by gory, I don't mean Hostel gory. I mean Cannibal Holocaust gory). If you want to be 'scarred' here are some good choices:
-Cannibal Holocaust (you already saw this though, right?)
-Salò o le 120 giornate di Sodoma (more disturbing than Cannibal Holocaust. The MOST disturbing in my opinion)
-Philosophy of a Knife
-Martyrs
-Basically any film by Takashi Miike. I mean seriously, what the hell.
Um, yeah. That's all I have in mind if you want exploitation films. Maybe I'll list more later, because I'm pretty sure I've seen more than that.