God's Demon by Wayne Barlowe was pretty good. The entire story is set in Hell and is deeply religious in nature. Some of the imagery in it messed me up for a few weeks after reading it.
'Salem's Lot by Stephen King is one of my favorites. The Stand is good, but huge.
As mentioned above, Clive Barker is a good place to start. The Books of Blood 1, 2, and 3. The Hellbound Heart. The Damnation Game.
I Am Legend by Richard Matheson is a 'classic' of the genre. Much better than the Will Smith version, better than the Omega Man film from the 60s/70s.
The Adversary Cycle by F. Paul Wilson is a guilty pleasure. Not amazing, but pulpy and full of horror/gore/damn moments.
Anthologies are always a solid choice as well. The Dark Descent: The Evolution of Horror is one of my favorites, but it is from 1987, so finding a copy of it might be a pain. 20th Century Ghosts by Joe Hill was a bit out there at points, but had some really solid stories. Cutting Edge is another favorite collection of mine, but again, from the late 80s.
I know quite a few people who enjoy Dean Koontz. His books are the equivalent of a fast food meal to me. Something I can down quickly so my mind does not wander. I might enjoy it, but it is not something I want all the time. The Bad Place and Strangers were not bad. I enjoyed The Taking up until the shit-show that was it's ending.
Lovecraft is incredible and amazing, but is quite dated in the language used/ideas portrayed. But he did kick off several genres of his own and At the Mountains of Madness, The Rats in the Wall, and The Colour out of Space are probably my three favorite stories he penned.
I always enjoy lots of the old, pulp novels. So many awesome weird/one shot books from the 60s, 70s, and 80s that never made it big. The Wolfen by Whitley Striber is probably my favorite in this fashion.
