Random recommendations:
Pretty much anything by Takeshi Kitano (Sonatine, Zatoichi, Hana-Bi, Brother, Kids Return, Kikujiro, etc.), some of the stuff by Takashi Miike (Ichi the Killer, Audition, Bizita Q, Dead or Alive I, II & III, Gokudô sengokushi: Fudô, etc.), almost everything by Akira Kurosawa (and especially Shichinin No Samurai if you haven't seen it yet), and then random stuff like Battle Royale, Versus, Gonin, Gohatto, Kairo, etc etc etc
Hell, it's a pretty big country which produces quite a few movies. I could list hundreds, but that would probably be a waste of time. Here's a good listing of several hundreds of Japanese horror movies:
http://www.fjmovie.com/horror/title.html