If you can find a copy (it has had a reprint, so is slightly less difficult to find than when it only had the Arkham House edition), I'd begin with Dark Carnival, which is a blending of horror, pathos, and a somewhat dark humor (as in "There Was an Old Woman" or "Jack-in-the-Box"). The October Country collects together some of the same stories, but by no means all, and adds a few of its own.
Unfortunately, I'm not really sure how many of Bradbury's collections could be called "horror", though quite a few of his stories throughout his career are horror or terror tales, including a number of his science fiction pieces ("Mars is Heaven", for instance, or "Usher II"). In some ways, you could say that a sizeable proportion of both The Martian Chronicles and The Illustrated Man at least border on that category, while S is for Space includes the classic "Pillar of Fire", certainly an horrific little tale, as well as a few others. But most of his collections present a variety of modes and voices, rather than being simply "sf", "horror", "suspense", etc.
With his novels, it is a bit easier: Something Wicked This Way Comes; Dandelion Wine (not all horror, by any means, but with a fair dose of darker material); The Halloween Tree; and From the Dust Returned (a weaving-together of several shorter tales plus new material; a less successful novel than it might have been had he written it thirty or forty years ago, but still well worth a read)... these are the ones which spring to mind. (I've not yet read Forever Summer, which I understand is a sequel to Dandelion Wine, so can't comment on that one.)
For the stories, though, if you can find a (rather large) volume titled The Stories of Ray Bradbury, which contains something in the nature of 100 or more of his tales, that would be your best bet for landing the largest single collection of his tales in this genre, though they are intermingled with quite a few other types of tales.
