Squeegy I felt the same about Last Days, there were some moments in that book that had me twitching at every creeky floorboard in the house. One night I was thinking about the book so much I had to put it in a drawer.
I wasn't as keen on House of Small Shadows, and really didn't like Apartment 16, but I loved The Ritual. There's just something about being lost in a forest.
OP Heart Shaped Box is good, I really liked it. I thought Horns was a bit Dean Koontz, but Dean Koontz when he was decent and not weird, and NOS4R2 was very good, I liked it very much.
Have you read any of the John Ajvide Lindqvist books? Handling the Dead, Let The Right One In, Harbour, and Little Star? They all all very different and all have their creepy moments.
And have you tried FG Cottam? He writes books that have a kind of old fashioned horror feel to them. If you've read Stephen King's 1408 story, they have that kind of feel, a touch of 1920's, 30's, 40's glamour but with something wrong. Although they aren't set in those time periods, but they have that feel.
House of Lost Souls is good, Dark Echo is one of my favourites, it's about a boat that is said to be cursed and brings bad luck to the owners, The Waiting Room is about a haunted abandoned train station where the land owners keep hearing ghostly voices singing WW2 era songs but feel an evil presence. I could go on but all the books of his that I have read have been really good and have some very creepy bits. The Colony has a particularly horrible bit with teeth.
You can also download one of his novella books, The Going And The Rise, for free if you go to fgcottam.com. I think it has ties to Dark Echo, but you might not have to read one to read the other. I've just downloaded it now, you can chose to do it to your computer or to your kindle. I feel he's an underrated author who should be much better known than he seems to be.