Anything Stephen King wrote when he was drinking and on coke. That would be books all the way from Carrie to Needful Things. IT is my all-time favorite book by him.
Brian Lumley's Necroscope/Bloodworld series. What real vampires should all be like. I HIGHLY recommend these books.
Robert R. McCammon has a half dozen or so great books including, Usher's Passing (Great, underrated work that makes like Poe got his story from actual people and events) Wolf's Hour (One of the best werewolf novels ever) and Stinger.
Bentley Little. Nuff said. I doubt there's anyone out there who can top him. He has one or two books that aren't great, but they are very few. The list is very long on what I would recommend by him.
Starting to read Jack Ketcham now. I totally think any real serious reader needs to check out Red.
If you can find ANY books by Michael Cecilione, simply get them. Worth reading and keeping.
Of course, we have Howard Phillip Lovecraft...:xbones:
While I like a lot of supernatural-tinged fiction, I don't really consider most of it "scary". I used to scare the be-jeebers out of myself by reading Poe by flashlight (after bedtime) as a kid. H.P. Lovecraft--also a classic. I can still give myself the willies by reading compilations of true stories of ghosts and the paranormal.
"The Skeleton Crew" Stephen King
"The Call of Cthulhu and Other Weird Stories" H.P. Lovecraft compilation.
"Inferno" Dante ...The Hollander's Translation
"1984" this book scares me the most although I'm not sure that it was meant to be a horror story.
Lovecraft, Poe, and King are all great for eeriness, but if I want to actually give myself the shivers, I'll get on the internet and look up urban legends and ghost stories. If you're insistent upon having a sit-down with an actual book, Jan Harold Brunvand has written several great books on urban legends (The Baby Train, The Choking Doberman, etc.) that are worth checking out.
The Scary Stories to Tell in the Dark series by Alvin Schwartz is another favorite of mine, though they're meant for kids. It's the same principle as Brunvand's stuff--stories that have been passed along by word of mouth so long they've become folklore. The same author also wrote a book called In a Dark, Dark Room, which I adored so much as a child that I had to buy it for my collection as an adult. I still read that one a lot when I need some Halloween spirit.