I bought The Ultimate Horror Movie Guide by James Marriott & Kim Newman a couple of weeks back.

It is the most informative book out there on the horror genre. It has all the most influential to the most obscure movies. It is basically one big encyclopedia - decade by decade critical analysis to all of the sub-genres out there. A well written, thoughtful and highly entertaining read, that really pushes this into the "must have" category for all horror fans.