Here are my "MUST WATCH IN OCTOBER IF NOT ALL ON HALLOWEEN WEEKEND" (assuming there is a Halloween weekend that year).
John Carpenters HALLOWEEN III: SEASON OF THE WITCH
John Carpenters THE FOG
John Carpenters THE THING
John Carpenters PRINCE OF DARKNESS
Tom Savini's remake of NIGHT OF THE LIVING DEAD
George Romero's DAWN OF THE DEAD
George Romero's DAY OF THE DEAD
EVIL DEAD, EVIL DEAD 2 and PHANTASM (and if you have it) PHANTASM II are also worth watching.
I also like to toss in some classic Sci-Fi. (think The Day The Earth Stood Still, Forbidden Planet, When Worlds Collide, etc)
You'll notice there are no slasher movies in the list...thats because Slasher Movies suck, aren't scary, and seeing 'creepy faceless guy' kill hapless teenagers is not even remotely amusing to me, and wasn't even back in the day. I went to Friday the 13th Part whatever to see TITS, nothing more.
All of those movies up there were made in the late 70's or 80's...they also all have creepy synth soundtracks...and John Carpenter movies all seem to be shot at night and in the dark..something about that makes a perfect horror movie for me.
*EDIT*
And as a somewhat Sad aside, I can say this: the only movie that ever scared me, I mean that ever truly SCARED me...was Poltergeist. The Exorcist? Ha...please. Poltergeist? man that shit could be in your house with you RIGHT NOW!