I've gotta cast my lot for Event Horizon. That one has a good mix of creepy suspense, mind bending concepts and gorryness.
That flick gave me a few bad dreams and I saw it when I was in my late teens.
Try frame by frame on the distress call video that the characters have to clean up before they can watch it (fucked up stuff in there).
I'd like to post about some recent movies that are scary but all the horror genre is now is a series of gratuitous blood bath scenes.
The first Saw was pretty good but mostly just for the great plot twist at the end.