Yes, Higurashi is horror.
Prepare to be incredibly confused.
It's based after a highly successful
series of horror video games.
If you're going to watch Boogiepop Phantom,
For god's sake watch the live movie Boogiepop & Others,
first or you'll never understand what the hell is happening.
More spiritual horror than bloody, there's Ghost Hunt a relatively new
offering being subbes by SHS and Shinsen-Subs. Only 9 eps. released so far, but I'm digging it. (
http://www.animesuki.com/series.php/903.html )
If you can find it, try:
Puppet Master Sakon