I prefer Higurashi no naku nor koro, SNK is not so much horror, but has its moments. Hellsing and his blood, but his OVAS, I stirred the belly, but it is .... calliper, although as Shiki said I like it more like horror and the other gore.
Very few animes have had me scared.
Among them, season 1 of JoJo's Bizarre Adventure counts as the most impressive.
And I agree that compared to animes, novels are better suited for horror.