Honestly, if I had one that stuck with me it was Cabin Fever. The idea of flesh eating virus still gives me icks. I can watch it now, but dang the first time I was terrified!
Event Horizon, The Thing, Ginger Snaps, Jacob's Ladder, and I'm not sure whether or not it could fall under the horror genre, but I do like The Company Of Wolves.
Mine is sort of silly and I think my choice is deeply rooted in nostalgia. Growing up in a small town, we had a few different mom-and-pop video rental locations (I just dated myself and refuse to delve any further than that!) and they always had the less popular horror movies. I love franchises like NoES and F13, but I was always drawn toward those that weren't big (some of which wouldn't become big or cult classics until years later). I think my favorite horror movie is the original Night of the Demons. It's not original. It's not well-acted. The practical FX is pretty good and Angela is iconic. It's just pure fun for me.