I put down Alien, The Exorcist, Nosferatu and one of my all time fave films - The Haunting (1960), which scared the bejeesus out of me the first time I saw it.
Tempted as I was to put Psycho, I'd have to go for 'The Texas Chainsaw Massacre' (the original, not the crappy remake) - one of the most disturbing, amoral and inventive films I've ever seen. I love it for those reasons.