Speaking of Dean Koontz, I really loved the first Odd Thomas book. I thought he was one of the most endearing characters I've ever encountered in a book of that genre.
Dean Koontz is another author to look into if you are looking for something a bit like Stephen King. His work is often supernaturally oriented and nicely suspenseful. I'd recommend Dragon Tears as one of his titles.
H.P. Lovecraft is another well-regarded horror writer.
It depends on what kind of 'scary' you're going for, if you are looking for a 'supernatural' sort of thriller, 'psycho' thriller, or 'creature eating people' sort of thriller. If you want a 'psycho' thriller, I would suggest Silence of the Lambs by Thomas Harris. If you want a 'creature eating people' book, then I am in total agreement with post #5, and would recommend Jaws by Peter Benchley or The Relic which takes place in the New York Museum of Natural History by Preston and Child (that writing combo has churned out some pretty freaky material).
I really liked Ghost Story by Peter Straub, The Exorcist by William Peter Blatty, and the original Dracula by Bram Stoker. Dracula is probably my favorite, and to me it rivals King for suspense and readability. Stoker just does a very good job of communicating Lucy's vulnerability and creating a sense of immediacy for the reader.
Frankenstein is spooky in a weird way, not so much in a "it's going to give you nightmares" sense.
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I have to second The Exorcist. (Amazingly chilling.) Other stories which I find scary are Edgar Allan Poe's collections (turn off the lights and read by candlelight!! So much fun!). Although some may disagree, I find that true stories of abuse are scary (readers lose the fictional nature and can become more frightened given the story actually happened). Two of my "favorite" (for lack of a better word here, are A Child Called It and The Glass Castle.
One of the scariest books I ever read was Jaws by Peter Benchley (Steven Spielberg produced the movie Jaws from this book). At the time I was just a teenager and picked the book up to read while babysitting. It was so riveting, so suspenseful, so frightening, and so graphic it scared the wits out of me! For years I couldn't bring myself to see the movie.
Another scary book is The Exorcist by William Peter Blatty (also made into a major motion picture). It was absolutely bloodcurdling and chilling! I had nightmares for years after I read it.
"The Fog" by James Herbert is pretty terrifying. It has been made in to a couple of films, but the story itself is enough to make my blood run cold!
I would recommend a collection of short stories by John Collier titled Fancies and Goodnights. Some of these are scary but others are just plain weird. Another writer I would recommend is Cornell Woolrich, who also wrote under the name of William Irish. Woolrich's short story "Rear Window" was made into the classic film of the same title by Alfred Hitchcock and starred James Stewart. Woolrich's novel Night Has a Thousand Eyes is very good and very scary. Guy De Maupassant's "The Horla" is a classic horror story, as are some of the tales of Edgar Allan Poe.The Exorcist by William Blatty is a scary novel made into a scary movie with the same title. I recommend Theodore Sturgeon's novel More Than Human as more weird than scary. Mary Shelley's Frankenstein was made into a scary movie, but in my opinion the novel was hardly scary at all. Franz Kafka's classic short novel The Metamorphosis is both weird and scary.