Time frame doesn't really matter, I just don't like seeing people get cut up and having their entrails eaten or movies whose main premise is torture (i.e.: saw, hostile, etc). I do like bizarre / uneasy atmosphered things, however. Evangelion is one of my favorite shows: while it's not horror, it is pretty fucked up if you manage to keep focus from episodes 15 onwards. End of Eva also made sense to me and leaves me feeling vulnerable / worthless every time I see it.
I also like things like Melancholia and I've and enjoyed seen the first 30 mins of the Stepford Wives (my boyfriend finished it without me...), so that's kind of more the route I was looking for . Oh, the Alfred Hitchcock show is also great. Again, not really horror, but it does have a very ominous atmosphere the whole time.