Actually I mentioned them myself several posts up.

I second the nomination of the Korean movie A Tale of Two sisters and the HK movie Inner Senses. Both are psychological/creepy films rather than gore-fest slashers.

Capturing the Friedmans.

Capturing The Friedman's!!! That entire family gave me the creeps... A Tale of Two Sisters is a great film. If you have a chance, pick up the 2 disc edition, it's well worth the extra $$$.
I originally passed on Inner Senses but will add that to my Chiller Con want list.

From 2002, but also check out The Others.

Already have The Others. I catch most of the mainstream releases. It's the ones that sneak under the radar that I'm afraid I'm missing out on. Below is a good example. If it weren't for this forum I never would have heard about it which would be a shame because it's one of the best movies of it's type to come out in a while (in my opinion).

A cool Japanese Ghost flick called Dark Water. They are remaking it starring Jennifer Conelly which is currently being shot in Toronto and New York.