Few comments and my opinion
I think "Ring" is definetly one of the scarier horror movies out there. It was made in Japan in 1998 and literally caused mass hysteria and even suicide in some cases. It was about a video tape created by a ghost of a telekinetic girl named Sadako who lived/died in a well after her father threw her in. If you watched the video you would die in 7 days unless you made a copy of it and had someone else watch it.
They are making a American version of this movie slated for a Fall 2002 release -- I saw the preview, looks terrible and not even scary. Finding the Japanese version of Ring is easy -- finding it in a subtitled form -- now that is hard
Hellraiser 2 was a very good movie -- not neccesarily extremely scary but I thought the plot was really good and Clive Barker's version of Hell is very unique. If you want to experience more of Hellraiser2, then check out the Hellraiser comic series released by Epic comics during the early 90's. It spawned about 24 issues. Do not get confused though with the Marvel comics release of Hellraiser -- totally different.
The Shining falls under the same category as Ring -- a psychological horror. No blood, no gore, but very very scary. It's the kind of movie that you can't go to sleep after you watch it (with Ring, you shudder when you see a TV).