If you like horror movies and/or books, this post's for you. The horror genre has a TON of material in the world of comics. I enjoy some of it; some is too gory for my taste. But there's plenty of quality material. As always, the list here is hardly definitive, merely a partial survey of what I've read and enjoy.
Swamp Thing- in particular the Alan Moore/Rick Vietch run. There have been college classes on this section. The Bernie Wrightson stuff is also very good, and it should be, as he created it. Other runs vary in quality.
Ten Grand- A J. Michael Straczyinski book following a guy that fights demons, gets killed, and then brought back to life. The first arc is drawn by Ben Templesmith and it's beautiful.
The Goon- A horror-comedy series by Eric Powell. Usually more funny than scary. "Knife to the Eye!" doesn't get old.
30 Days of Night- Ya like vampires? This is a real vampire story. The movie's ok, but the first three volumes of the book by Steve Niles and Ben Templesmith are great, scary, atmospheric pieces.
Fatale- Brubaker and Philips do good work, no doubt. This is a very solid, conspiratorial, paranoid Lovecraftian series.
Criminal Macabre- More Steve Niles, this time a monster hunting PI. Frequently abuses alcohol, drugs, and tobacco. Pretty pulpy work, I like it.
The Adventures of Apocalypse Al- A Straczynski story originally written for CBC, this follows a problem solver stopping, well, the apocalypse.
Injection- Warren Ellis has a creepy, part spy, part sf, part monster book. I'm putting it here, because I can't come up with an honestly better spot, and there's more SF I want to write a blurb about than horror.
The October Faction- Another Steve Nile book(the guy writes good horror). Follows a family where the father and mother have a reputation in the supernatural, lots of enemies, and teenagers that want in the family business.
Afterlife with Archie- Yes, Archie comics put out a horror book. It's amazing, a take on zombies where the readers START with some investment in the characters.
Yes, I know there's tons of other books out there. The Walking Dead, Hellboy, BPRD, and several others have good sized followings. I barely mentioned Vertigo books here, and they've had plenty of horror books.