You mean you really haven't read a single one of these, not even the most famous? Not even a single short story by Poe? Some of those were assigned in school when I was a kid, but they certainly were not written for children.
You may have noticed that I wrote that book's chapter on The Monk, and I suspect you may find it more lively than many of its contemporaries because the protagonist is basically a sex maniac. Some of these novels, notably the Wilde and the James, are considered major works of literature, not just nifty horror stories.
I'm baffled to see NEW GRUB STREET listed. It's about struggling writers in Victorian England, and while there's lots of poverty and frustration, it hardly qualifies as a horror novel. Presumably whoever recommended this was a comedian trying to make a point about how "horrible" the life of a freelancer can be...