This topic is of great interest to me.

There is a surprising number of good Asian horror films out at the moment. "A Tale of Two Sisters" (South Korean film) was pretty outstanding. Of course, for a good atmospheric horror you cant go past "The Exorcist".

Regarding sci-fi movies, my favorites are 2001, "Sunshine" and "Alien".

My favorite film of all time is "Mulholland Drive". Very moody and atmospheric. Of course, that's David Lynch - he is the master of that sort of movie.