All sorts. I love horror. It's my favourite genre (closely followed by sci-fi or satire).
But when I want to watch a horror film, I want to watch a "proper" horror film....and by that I mean a horror film designed to scare or terrify. I'd rather watch that kind of horror if I'm in a horror-mood as opposed to watching a B/Z-movie-horror ("The Stuff"; "Manos: The Hands of Fate") or a parody-horror ("Scream").
As a kid my favourites were probably Carpenter's "Halloween" or Kubrick's "The Shining". However, Halloween doesn't work on repeated viewings...works entirely on gimmicky jump-scares, so once you know where they are, the film looses it's magic. But nonetheless, the first time I saw that film (indeed it was the first horror film I ever saw), I was absolutely petrified. The Shining is the only horror film which when I watch it I actually sweat and feel my heart palpitate in my chest. I've seen it dozes of times (and unlike Halloween), it "works every time".
I know I said I don't go for the goofy type of horror...but "The Evil Dead" is genuinely the best horror-comedy in the sense that it is both funny and terrifying...and the funniness only accentuates the scare-factor of the frightening parts.
Then of course there's art-horror. Things like "Kill List" which is an excellent indie film...really goes for that slow-paced build up of tension and dread, and it's very effective. However it's very much a hybrid...it's got a whole social-realism thing at the beginning...then it turns into a thriller...and then finally into horror. But if I were forced to classify it into one genre, I'd say it was a "psychological thriller". The acting is magnificent and the cinematography, use of colour and lighting is simply superb.
Other great art-horrors include Lars von Trier's "Antichrst" and Gaspar Noe's "Irreversible".
Both deeply philosophical which only adds more depth, and makes them more disturbing to watch. Antichrist is great as it almost works as a piece of deconstructionism. The main character is attempting to overcome her fears, and there are long philosophical discussion about fear, why we have it, what causes it...etc...so in a sense, there will be a sequence in it which will disturb you, and it is then closely followed by a discussion about why we feel unsettled/scared/disturbed.
"Irreversible" is the most disturbing film I've ever seen not because it has an 8 minute rape scene where the camera stays perfectly still and forces you to watch, but because of it's narrative. It goes backwards. So you are shown first the sequences after the rape, then the rape, and then everything before the rape. In essence, you always know what will happen to the main character before she does. Thus the film is about the inevitability of fate, and I find this concept deeply unsettling...the main character only has one path, she cannot escape it...she will inevitably be brutalised and assaulted. Thus, the sequences before the rape, where she is smiling and laughing seem to me to be even more disturbing than the infamous 8 minute scene themselves as there's just a disgusting irony to the whole thing as we know what will happen to her in the future, and she obviously does not. The whole movie works as one great big existential crisis.
If you were to classify "horror" as a genre aimed to disturb and unsettle, then I would also classify Bela Tarr's "The Turin Horse" as a horror. Although it doesn't contain many recognisable horror-tropes (apart from the revelation of the apocalypse in the middle...but this is just a five minute sequence in a 2 an a half hour film that is never referred to afterwards). It's incredibly unsettling because it's about the repetitiveness of life ad how in the grand scheme of things, we're all just tiny ants. This is a concept that really disturbs me...hence, I classify this film as horror (or rather "art-horror").
But then again, what is horror anyway? You could argue that any film could fit into a particular genre...it's all subjective yadda-yadda-yaddda