I am so picky with my horror movies. I like things like The Exorcist, Poltergeist, 1408, Jaws, etc.
It needs to have really solid dialogue, a good plot, and a good director. There are plenty of scary movies that I probably won't ever watch again that I still can say I enjoyed, because it was still good work. The Ring, for instance. That movie horrifies me, but I still consider it excellent. The ones I truly enjoy are the movies that scare me, but still make me want to watch it, like a roller coaster. Scary, but oh so much fun. So I would say I'm much more a dark thriller fan, but there are many horror movies that I would say fit that description.
I also love love love thriller/horror movies that terrify you without a monster. The Hitcher, for instance. Rutger Hauer managed to make me horny and horrified all at the same time. And I don't recall a single zombie virus.
If it's just gory and there are people chasing other people around with chainsaws, it's not my thing.