Ringu, Japanese version, far more about creating fear through anxiety and suspense.
Ju-On: The Grudge, and the immediate sequel, the Japanese versions of course.
I’m a big fan of Kiyoshi Kurosawa’s psychological horror. So far I’d say The Cure is definitely one of his best.
The Innocents, psychological horror and great cinematography.
The Others, which is highly influenced by The Innocents.
Rosemary’s Baby, The Tenant, and Repulsion, all by Polanski.
Seconds, staring Rock Hudson.
The Haunting (the original of course).
I don’t recall Invasion of the Body Snatchers or the two remakes being gory, though I remain a big fan of the original, and I admire the second remake for its when-you’re-a-teenager-all-adults-are-aliens metaphor.
Eye of the Devil.
The Wicker Man, which has many similarities to Eye of the Devil, but with a great soundtrack too.
I love and swear by all the Hammer Films. Many are bloody and gory but in an obviously red-paint-for-blood dated way. Dracula, Plague of the Zombies, Vampire Circus, The Devil Rides Out, and Paranoiac are some of my favorites.
Some De Palma movies are very unnerving, like Blow Out, Dressed To Kill and Sisters.
I was really disturbed by the Mothman Prophecies. Me and probably about only 10 other people.
Wendigo is a great straight-to-video horror. Many characters die. I can’t remember how gory it is though.