I don't read horror novels too often (which is odd, since I love horror movies, web series, short stories, etc.), but about a year ago I read John Dies at the End.
That was good, and it had some really funny moments here and there, as well.
I also hear great things about House of Leaves.
I've read part of it, and it's scary, but more in a "twist your brain up with subconscious scariness that's hard to put your finger on" kind of way.