Seconding The Exorcist. Poltergeist I believe falls under "horror", but wasn't so much scary as it was just a good movie. If you're in the mood for horror/comedy, go for Shawn of the Dead or The Frighteners. The newer version of Amityville Horror was really good, but Ryan Reynolds is one of my favorite actors.
Here's a list of my favorites you can use as a guide:
Seven
Salem's Lot
Hellraiser
The Exorcist (widely regarded as the best horror of all time)
Dead Alive (freaked me right the HELL OUT)
Poltergeist
Pet Sematary
The Omen (original or remake is totally personal preference, although I prefer the original)
Hope this helps, enjoy your movie!