I don't celebrate Halloween--personal preference--but I enjoy my share of ghost stories and tales of terror. I've tried writing those kinds of stories, but, well, they mainly turn out to be comedies.
In my reading, I'm revisiting a classic from Henry James. If you prefer psychological scares over gory ones, here's the complete e-text of his The Turn of the Screw, courtesy of About.com's Literature: Classic newsletter.
You can also find out more about the short novel here, here, here, and here. (I feel a little like the Genii in Disney's Aladdin, when he is pointing out all the available seats on the magic carpet.)