Here are my Horror recommendations:
"Furnace", "The Trickster", "The Ancient" all by Muriel Gray.
"Wulf", "Adventure Land", "The Hoodoo Man", "Angels", "Black Rock", "The Devil On May Street", "Straker's Island" all by Steve Harris.
"Weaveworld", "The Hellbound Heart", "The Books Of Blood vols 1-6", all by Clive Barker.
"King Blood", "Nailed By The Heart", "Darker", "Blood & Grit", all by Simon Clark.
"The Shee", "Incubus", "Havoc Junction", all by Joe Donnelly.
"The Wyrm", "Ghost Train", "Daemonic", "Darkfall", "Chasm", all by Stephen Laws.
"Stinger", "The Wolfs Hour", "Ushers Passing", "Boy's Life", "Gone South", "Baal", "Bethany's Sin", "The Night Boat", "The Blue World", all by Robert McCammon.
"The Elementals" by Michael McDowell.
"Charnal House", Mirror", "The Pariah", "Burial", "The House That Jack Built", "Black Angel", "Flesh & Blood", "Sprit", "The Sleepless", "Ikon", "Sacrifice", all by Graham Masterton (the last two are thrillers but highly recommended).
"Toady", "The Immaculate", "Stitch", "The Secrets Of Anatomy", all by Mark Morris.
"Carrion Comfort", "The Hollow Man", "The Terror", all by Dan Simmons.
"The Wolfen", "The Hunger", The Forbidden Zone", all by Whitley Strieber.
"The Atrocity Archives", "The Jennifer Morgue", "The Fuller Memorandum", "The Apocalypse Codex", "The Rhesus Chart", all by Charles Stross (these are The Laundry Files series, they are Len Deighton meets H.P.Lovcraft).
Finely don't forget "The Pan Book Of Horror Stories" series which ran to 30 volumes, volumes 1-25 edited by Herbert Van Thal & volumes 26-30 by Clarence Paget and "The Mammoth Book Of Best New Horror" edited by Stephen Jones, now up to volume 25, also any short story collection by R.Chetwynd-Hayes, and also "The Years Best Horror Stories" series published by DAW, this ran to 22 volumes, volumes 1-7 edited by Gerald W. Page & volumes 8-22 by Karl Edward Wagner.
Good Hunting, Good Reading & Good Luck!!!