Only horror films I like are of the Sci-Fi variant like Pitch Black and Alien.
Like,
Pitch Black with the Slivers from Magic the Gathering starring the Fast and the Furyan? I love that movie, but does that count as horror? If so, hey, I'm less of a pansy!
For me:
Silent Hill. Creeped the shit out of me, but unlike most horror flicks, every death felt JUSTIFIED. I think it's the random, needless and warrantless violence that I don't like. It wasn't "oh, made a wrong turn" or "was sexually active once", it was "horrific person gets karma". It still almost made me puke a few times, but I actually liked the film as a film.
Event Horizon and
In the Mouth of Madness were also good.
Color Out of Space is a Lovecraft story starring Nicolas Cage that was, according to my 'craft-Loving friend, a faithful adaptation, really good. I don't usually watch horror, though, so my options are severely limited.
Event Horizon is a must for cosmic horror fans like myself.
wanted to tag you, since you mention cosmic horror: Same as above,
Color Out of Space with Cage was really good Lovecraft imo. Think I got it from the Dollar store too. And the later seasons of Sabrina got really Eldritch.