I am not a big fan of Halloween movies per se, but I do think that Carpenter's "Halloween" would have to be my favroite if I did watch that type of film. Very little gore, full of well-timed startles and shrieks, and Jamie Lee Curtis is so cute.
However, for me hands down THE most frightening movie I have ever seen, one fully approrpiate for the season, is "The Exorcist". I absolutely refuse to ever watch that movie again, it was that effective and good. Whether you belive in the spiritual realm - and I do for that matter - it's so well crafted that you may well come out of it believing.