I meet Tony Moran today (the guy who played the role of Michael Myers in the first two Halloween movies) at our local comic book convention. I asked him what his favorite horror movies, other than his own were. He listed The Shinning, Psycho and The Exorcist.
As far as horror literature goes, he said that he really isn't that big a fan of the horror genre and doesn't even watch very many horror movies.
I actually have only seen the first Halloween movie so I didn't have much else to ask him.