It really all depends on one's own tastes, the mood you are in at the time, your willingness of suspension of disbelief at the time, the atmosphere you are in while watching the movie, and your focus on it. Watching with one or more people, stopping a movie to go to the bathroom or use your phone, watching in the daytime, etc., all these things will hurt your viewing, they take away from your focus on the movie and so your absorption into its' world. If you have too much energy you will not really be able to pay enough attention for the movie to do its' thing.
My tastes usually tend to be slower, weirder and creepier films with plenty of ambiguity, and enough attachment to some semblance of reality to be relatable (even if the film is surreal you can blend the surreal and real enough for both aspects to work; dreams can feel both real and unreal at the same time for instance). I also tend to favor films with a heavy sense of dread and a sort of atmosphere of evil rather than have the focus be on entities representing the evil. Even serial killer films like Henry., River's Edge, or Silence of the Lambs have an omnipresent feeling of an evil presence that is more than just contained in the actual killers. I also heavily favor film over digitally shot movies as there's just something too slick and almost videogame-like and less tactile about the digital medium that makes it feel less real in many instances (found footage can still work, and one of my favorite horror films in Session 9 was shot digitally, but it didn't try to replicate film and almost looks like found footage).
That said it's difficult for me to recommend things because I know not everyone will be able to experience the movies like I have and heck one may have an initial viewing that just didn't click but on a different occasion it may click. I'll see what I can round up though.