Can't give you a personal recommendation on this one since I haven't actually read it myself but I've heard House of Leaves by Mark Z. Danielewski is a great horror novel (I've seen it compared to Silent Hill on more than one ocassion) but I've also heard it's written in a really goofy format. It's sitting on my bookshelve right now, I just haven't quite gotten around to reading it yet. The only book I can personally recommend that you probably haven't already read is The Wasp factory by Ian Banks, not out right scary (most books aren't) but it definetly has it's disturbing bits.
Stephen King's Danse Macabre is another book you might want to look into, the book itself isn't that great (just a long rant about the horror genre) but in the back there's a list of some of King's favorite horror novels, might find something you like there.
If nothing up there caught your fancy here's a short story by Harlan Ellsion called
"I Have No Mouth, and I Must Scream."