The 2004 remake of Dawn of the Dead would be at or near the top of my list (of best horror movies of the 2000's)
2000's American Psycho deserves a mention.
The Grindhouse double feature including Death Proof and Planet Terror, absolutely loved these films. (Rose McGowan, yeah!)
2003's Wrong Turn was pretty good.
This new one coming out called "Splice" looks promising, at least by the trailer I saw a few days ago.
https://youtube.com/watch?v=t6o_Vl2f07Q