@Jacob Henry,
What type do you like?
Do you like the blood and gore?
Do you like the ones that have jump out and scare you?
Do you like the physiological type of thriller?
I tend to like the physiological type especially those that could happen - they seem to scare me more
Off the top of my head - Misery comes to mind - Kathy Bates was fantastic in that movie.
Many of the Alfred Hitchcock ones (although old) fall in that category.