Ok so I'm no going to list "classics" here but coming from a complete horror/thriller nut here are 15 recommendations from a horror/thriller fan in no particular order. Some old, some new:
1. Halloween (Classic!)
2. Evil Dead (The whole series including Army of Darkness)
3. The Ring (both Japanese and American versions. You may also want to give "The Eye" a look if you enjoy The Ring, no pun intended
)
4. Suspiria
5. Session 9
6. The Blair Witch Project
7. Night of the Living Dead (Original)
8. Dawn of the Dead
9. 28 Days Later
10. The Haunting (1963)
11. The Texas Chainsaw Massacre (Tobe Hooper version)
12. Silence of the Lambs
13. Se7en
14. Psycho (Hitchcock version of course, not the horrid remake)
15. John Carpenter's The Thing
I could go on and on but I won't.
, let me say that lists of so-called classics (afi, etc.), is to expose you to these films, not necessarily say you should like them all. Almost no one likes all of those films. However, I do agree that it is best to take a layered approach, starting with the more accessible films, and I'd certainly try to watch films off a mainstream list like the AFI 100, before I'd tackle a list like the Sight & Sound one. 
