I'm mixed when it comes to horror, like I don't enjoy "scary" movies, that's not what I'm looking for, but I've been pretty big into the zombie genre, stuff like the Romero flicks, Snyder's Dawn of the Dead remake, 28 Days/Weeks Later, etc...Casually into Friday the 13th (Jason is probably my favorite of the classic slasher villains), I liked the first Saw movie, and there's kind of a lot of random stuff from there I could pick out. Horror comedy could be another thing to bring up, like Evil Dead, Shaun of the Dead, Zombieland, a few others that I enjoy. For me a lot of the time, I'm much more into the setting than whether something is gory or "horror", which is why I tend to like zombie stuff, because it's usually post-apocalyptic, which is a favorite setting.
Probably the horror I'm least into, is stuff with body horror, other than Carpenter's The Thing, which is a great movie, and psychological horror.