I'm not a fan of violent or gory films and I'd run a mile from anything relating to Saw, but Event Horizon is just about within my tolerance levels and I love how messed up it is. The airlock scene is the worst I'd say and Sam Neill's approximation of Pinhead is pretty freakish. The hanging skin in the med bay... I could go on, but to me this is everything a horror movie needs to be.
The original 'The Thing' had me sleepless for days.
Also, bizarrely, I had nightmares about Velociraptors for weeks after seeing Jurassic Park.