I just have to say that, in particular, I hate the Shining and Poltergeist. They both bored me to tears. I'm rather picky about horror movies, but even so, I don't quite get them. They're just full of non-events moving to one extremely obvious conclusion.
There was a Japanese horror movie that came our recently that was fucking terrifying, but I can't remember the name of it. It started with a R. I'll think of it as soon as I hit post.
EDIT: It's called Retribution (Sakebi in Japanese). I highly recommend it. It puts the mainstream Japanese horror to shame.
Also,
If you watch this in the right setting, you'll never be able to sleep. It's Called "Rabbits", an old David Lynch experiment. It was recently spliced into his "Inland Empire", which also has some horribly scary scenes despite not being a horror movie.