Eventually, if you expose yourself to elements of horror (books or movies) for long enough, you become desensitised. It takes more to get those nape hairs twitching, and for those who are in that boat with me, there is but one recommendation:
The Terror by Dan Simmons.
It is very long, and can be pretty slow-moving at times, but trust me, the scene-setting is essential for those moments of frozen horror.
It's the only book I've ever read that has cultivated genuine fear in me, something Clive Barker and Stephen King have not managed yet.
At the end of the day though, the effectiveness of a horror story, for me, is governed by two things:
1. What you find frightening, and
2. How well you visualise what you're reading, in your head.
Without the right stimula the effect is lost, just as a lack of imagination reduces the potency of even the most gifted horror writer.
Think about what scares you, find a reputable author in the sub-genre, then read it, taking time to imagine every detail.
If that doesn't work, you are already one of the undead. Aaaaaarrrhhhh!