I can't believe no one has mentioned the Dark Tower series (apologies if someone has and I missed it).
It's more of an odd kinda fantasy than horror/thriller.. I really enjoy it, have read it a couple of times now. The first book (also the shortest) can put people off due to the weirdness, but if you can get through that and into the 2nd, its a fantastic series. If you've read or watched a few of his other books/movies, it becomes more interesting but I won't go into that due to spoilers
I also really enjoyed The Stand, The Dark Half, Under The Dome and 11.22.63.
FYI I'm not really a fan of horror, but I do enjoy a good thriller. My most-read genres would have to be SF/F