I tend to get too wrapped up in the "cool factor" of longer fiction for it to be scary (for example, I think The Count of Eleven should probably have been one of Ramsey Campbell's most terrifying books, but I just got too caught up in the dark irony and the MCs continually more creative ways to murder people that it was not scary at all for me). Maybe "The Ceremonies" by T. E. D. Kline, or one of Dan Simmons' books (blanking on which ones I've read and which I haven't) for full length novels.
For short stories, though, "Do You Believe in Ghosts?" (by "Robert Arthur" - though the name was most often a "house" name used by new authors for the publisher) from Ghosts and More Ghosts was my introduction to horror. Another story in that collection had visual images that stuck with me even though the story itself didn't (IIRC the title was "The Wonderful Day" where a kid overhears grownups talking about other people - about one of them being such a windbag he should bloat up and float away, and another was such a beautiful person it was a shame she was so ugly on the outside, and four others - one nice, the other almost as dark as the bloating one - and the kid falls asleep wishing that what the adults said was true... and the next day all of it happens - the ugly girl becomes as pretty as her personality, the windbag bloats up and drifts off, horrible things happen to two other people, and another good person has a stroke of luck, and winds up with the girl with the nice personality) - that person bloating up just stuck with me (and is probably half the reason why the scene with the girl turning into a giant blueberry disturbed me so much while watching Willy Wonka and the Chocolate Factory that it was over 20 years before anyone could convince me to watch the full movie).
Another short story had such a dark, ambiguous ending that it always stuck with me - Ray Bradbury's "Boys! Raise Giant Mushrooms in Your Cellar!" (which I just found out was an episode of Ray Bradbury Theatre - and is also known by the less fun title "Come Into My Cellar"); his "Fever Dream" is also a bit unnerving; "The Illustrated Man" however is another one of those that just seemed too cool to be scary for me.