You might try Horace Walpole's The Castle of Otranto, which is considered by many to be the first Gothic novel -- although it seems a little cliche to many modern readers. You might also try the novels of Ann Ward Radcliffe, who is really the queen of the classic Gothic novel. The Romance of the Forest and The Mysteries of Udolpho are my favorite of her novels. Then, there's Matthew Gregory Lewis's The Monk.
If you're looking for modern Gothic, though, I'd recommend Patrick McGrath, particularly The Grotesque and Spider -- the emphasis in these is psychological ruin.