Woman in Black is definately very cool, with at least one or two genuinely spine tingling moments.
The Stone Tape I also really dug (huge Nigel Kneale fane so was thrilled to be able to get this and WIB last year.) It's definately an interesting take on a ghost story and the whole "ghost investigators" thing, with some cool takes on what ghosts are and how they exist, etc.
And Ghostwatch, well, that was my favorite find of last year and the reason (besides a Brazilian R2 set of the whole Twin Peaks series--which was basically just dubs of the vhs, but oh well) that I got a region free dvd player. Ghostwatch was just amazing and creeped the shit out of me. Even when you know what it's gimmick is, etc, if you're in the right frame of mind late at night, it'll sneak up on you and scare the shit out of you! Very well done.