My go-to scary book is Wait Til Helen Comes by Mary Downing Hahn. It is basically a children's book, but my sister and I read it in our pre-teen years and it scared the shit out of us. I'm also a big fan of The Turn of the Screw, which my husband and I read aloud one Christmas (because Christmas is scary too. Recall Scrooge McDuck's adaptation of A Christmas Carol), although I must admit we had to read a lot of cliff notes to figure out what was going on in that book. The answer is that no one actually knows.
Anyway, if you'd prefer some more sophisticated recommendations for scary books to enjoy this Halloween, look no further than Flavorwire and their 50 Scariest Books of All Time.