I liked Event Horizon (actually saw that in the theater), but I though it was pretty much just Hellraiser in space. Only a few scenes that were unnerving, like when he's crawling through the duct and the chick with black eyes is there... Not really on my list of good scare movies though.
Phantasm - good catch.
The first few Nightmare on Elm St. flicks were great, but as mentioned (and just like Friday the 13th) they beat those both to death; to the point where they aren't fun anymore. The first Halloween is pretty good too.
For those of you who like The Ring and The Grudge and you haven't checked out the original Japanese versions (both are remakes) "Ringu" and "Ju-On", they're worth checking out too.
"Klaatu, Barada, Nikto"