I'm always looking for new scares!
I second Martyrs and The Woodsman for being psychologically disturbing. I can still remember certain scenes from these, Kevin Bacon is horrifically mesmerising in the latter - *DISCLAIMER probably not a good watch for parents of young to tween children.
Eden Lake - difficult to watch, more of a perpetual-running-from-danger-in-a-mad-panic sort of thing but pretty good (like the Purge, You're Next). Same with things like Wolf Creek, Texas Chainsaw Massacre, Hostel etc - brutal torture and jumpy serial killer type stuff.
Supernatural horror - Asian filmmakers do this the best, they can be a bit weird (I was disappointed in the effects at the end of Dark Water) but they are chilling. The Japanese originals of the Ring and the Grudge are excellent, Tale of Two Sisters, Audition (ooh yes Audition...the final scene !)
It Follows - really creepy, I watched it again just to poo my pants. I don't scare easy, most horrors I find a bit meh.
Revulsion - if that's the French film I'm thinking of which is told in reverse, that is truly horrible to watch. I didn't make it through the whole of the infamous scene, it was 9 minutes long and gratuitous frankly.
Blimey, I like my films don't I! 
If anyone has any more suggestions...