I love The Canterville Ghost. There are so many versions. I have one of them on VHS, I really wish they'd all be released on DVD. Also, there's Hocus Pocus, which is probably my #1 favorite. All of the Casper movies are good. Maybe I'll just list some of my most loved (in addition to the aforementioned):
Halloweentown (1&2... and probably soon to be 3)
Don't Look Under The Bed
My Mom's Date With A Vampire (or something like that)
The Boogedy movies (but it's been so long since I've seen them

The Witch Mountain movies
Harry Potters 1-3
Michael Jackson's Thriller video
anything Scooby Doo
The Haunted Mansion
Ichabod & Mr. Toad... or anything Sleepy Hollow (though I haven't seen the Depp version and really want to)
Horror movies:
Scream trilogy
I Know What You Did Last Summer (and Still)
Urban Legends 1&2
House on Haunted Hill
Scary Movie 1-3 (ok, so it's not horror...)
From Hell
Silence Of The Lambs (and prequel/sequel)
....That's all I can think of off the top of my head, though I know there are many more. All the Disney shorts are must-sees, too. And I remember some musical thing about a Banshee that my music teacher did for us in middle school that we loved.
Now if only the scary episode of Boy Meets World was on DVD in time for this Halloween.

-Aaron