Here is a list of creepy books. Certainly not even close to all of the "horror" genre that I've read, but a few that actually got under my skin enough to be memorable. I didn't start out reading horror, but by my teenage years, it was pretty much all I was interested in. Over the years I've kept a somewhat less intense interest in the genre, but I find I'm not as easy to scare as I once was.
Quite a few of these books are from my teenage years, but there are some from more recently. Also, I think maybe four books on here are not technically classified as horror, but they creeped me out, none-the-less.