There are slight differences in this genre. But here is my list.(cheesy or not i love them )

-Scream (teen/thriller classic)
- I know what you did last summer
- Saw
- Wolf Creek (only recently watched and thought was freakingishly good but sickening but worrying..based on true story)
-Hills have eyes

The films based on true storys that i couldnt get to sleep after watching

-Wolf Creek
- Zodiac
-Texas Chainsaw
-Blair witch 1 and 2 (which later i found wasnt true leading me to resume back to the norm )

So what are your favs!..?

The Hitcher. I'm not talking about this years bull remake! I mean the Robert Harmon original with Rutger Hauer and C. Thomas Howell. Absolutely magnificent film!

Cannibal Holocaust, The Exorcist, Apocolypto

Not sure if it falls directly into any horror or thriller categories, but i dunno what other category it would fall into, so..

Dead Mans Shoe's.

here are a few of my faves:
hellraier
seven
the crow

Horrors

ring trilogy (not that americana pish the real ones)
dawn of the dead (original & remake)
The descent


Thrillers

seven
rear window
The jacket

The Shining is my favourite horror, but I do like The Blair Witch Project. It's one of those films you either love or hate, and I love it.

Alien.

Still looks & sounds stunning!