Some must see Horror/Thriller films for me are:

Halloween (1978)

A psychotic murderer institutionalized since childhood escapes on a mindless rampage while his doctor chases him through the streets.

http://www.imdb.com/title/tt0077651/

The Exorcist (1973)

When a teenager is possessed by a mysterious entity, her mother seeks the help of two priests to save her daughter.

http://www.imdb.com/title/tt0070047/

Mullholland Drive (2001)

After a car wreck on the winding Mulholland Drive renders a woman amnesic, she and a perky Hollywood-hopeful search for clues and answers across Los Angeles in a twisting venture beyond dreams and reality. 

http://www.imdb.com/title/tt0166924/

The Ring (2002)

A young journalist must investigate a mysterious videotape which seems to cause the death of anyone in a week of viewing it. 

http://www.imdb.com/title/tt0298130/

Scream (1996)

A killer known as "ghost face" begins killing off teenagers, and as the body count begins rising, one girl and her friends must push themselves beyond the boundaries of what they thought themselves capable of in order to survive.
http://www.imdb.com/title/tt0117571/

What are some of your favorite horror jems?