Can't go wrong with any John Carpenter horror pre- Village of the Damned. The Thing and Halloween are the best, The Thing has maybe the best effects of any horror movie ever made, and the whole apocalypse trilogy is great. (They're apocalyptic in that humanity could be destroyed by the events of the film, but it's because of monsters attacking or whatever, not climate change or really capitalism.) I haven't seen Someone's Watching Me yet, but the other ones I didn't mention are also pretty good. Apparently his episodes on Masters of Horror are also good.

If psychological stuff appeals to you and anime isn't a turnoff, check out Perfect Blue. It's a great example of how a committed director can make mediocre material great, and it's got some of the best violence ever animated.