The closest films to "horror" of the last 10 years that I like are Sleepy Hollow (1999) and Sweeney Todd (2007). Burton's darker works, basically.
The only horror I really like is from about the '20s to the '60s with a handful in the '70s. The '30s stuff is overall the best.
As I've stated before, Freaks (1932), The Bride of Frankenstein (1935), House of Wax (1953) and Night of the Living Dead (1968) are my personal favorites.