Tonight i might pick up- The Strangers and Shaun of The Dead or Land of the Dead. Possibly Dead Birds or The Descent could make it too. NTM The Exorcist
Just my opinions:
The Strangers was blah.
Shaun of the Dead is fine, but it is not really scary horror. More like comedy horror.
Land of the Dead is good, as are many of George A. Romero's other zombie movies. You might want to watch them in order, starting with his original 70s movies. Or maybe watch the new ones and the remakes, then go back and compare them to the originals. Diary of the Dead follows Land of the Dead, and I liked it as well.
The Descent has some pretty scary scenes.
I don't recall if anyone here already mentioned them, but the 28 Days and 28 Weeks Later movies are very good.
A movie you didn't mention is Dog Soldiers which is sort of different, and not bad.
Another is Doomsday which is a mix of many genres and borrows from many movies (28 Days Later, Mad Max, Escape from New York), but I thought it was entertaining and great fun.