I agree with all of the above, especially An American Werewolf - but don't go for the sequel, …Werewolf in Paris - absolute shite.
The Thing is a fantastic spooky movie - stars Kurt Russell, who all the ladies love. Set in an antarctic station, the story revolves a mutating alien that can take on any form - including that of a human… Old, but excellent effects and superbly tense atmosphere.
Mimic - the story of what happens when man messes with nature, in this case huge cockroaches that have a trick under their carapaces… The sequels were steaming piles of pants though.
Final Destination 1 & 2 are great too (haven't seen 3 yet). Jeepers Creepers 1 & 2 are OK too.
However, one of the best atmospheric scary movies ever (IMHO) is the original Salem's Lot, with David Soul. If you don't have an accident when the boy is in his room and the vampire wants in, then you are dead already…