I love horror. I have ever since I was kid, getting up early on Saturday mornings to watch old monster movies with horrible special effects on TV. I don't much care for fantasies set in contemporary times, but horror - dark fantasy - is great. Perhaps because the fantasy elements are only on-screen for a short time in a horror story, I find it easier to suspend disbelief.
I don't much care for Dean Koontz and other writers where you are guaranteed a happy ending. Neither do I like the authors where you know everything will always end badly. I like the authors who keep you guessing. Sometimes the good guys win, sometimes they lose, sometimes it's a draw. And if they win, it might be at great personal cost.
The Trench, by Steve Alten
The Haunting of Hill House, by Shirley Jackson
The Gorgon and Other Beastly Tales, by Tanith Lee
The Throne of Bones, by Brian McNaughton
Tales of the Lovecraft Mythos, by Robert M. Price (editor)
Body Dump, by Fred Rosen
Clive Barker's Undying