I'm not a fan of most modern horror movies, Freddie, Jason, etc. The Haunting is good, Freaks is good. But, I think some of the best modern horror is the sort of stuff GKE and I have been talking about here, Asian horror films. Put Cure and Odishon (Audition) on your Netflix list. These are thoughtful, well written, interesting, subtle, psychological films, not perverted USA gore fests. Audition is even a feminist film, in its way...
There are also great classical Japanese horror films, like Kwaidan, Onibaba, Kuroneko (The Black Cat,) and Woman In The Dunes. All of these are deep, reflective, and often stunning to look at. Also, often women play the main roles. You should check out some of them too.