I practically grew up on the old Bela Lugosi films from Universal, because my grandfather worked on them. But it is true that they are nothing like their book counterparts. I kind of think of them as spoofs.
Dracula is an incredible read. The way it is written makes you feel like every word is something that actually happened, and it can definitely get to you. I remember an old classmate of mine who is an atheist, telling me that she started carrying a cross around with her for months after she read it in high school. Shows how much you can get into a book when you read it, I guess.
The Picture of Dorian Grey is a favorite of mine, the 1945 film was very good as well. Although I like the book a little better, I read the book first. The film changed the mood of the end slightly and it wasn't as powerful for me as the book's ending.
Also, very obscure, but a great read.
The Uninvited, by Dorothy Macardle. This was also made into a film in 1944 (I saw the film first in this case). Many refer to it as the stepping stone for all future hollywood ghost stories. The book is very difficult to find, but I managed to get my library to order it. They also have it on
Amazon Used, but it's kind of pricey. The screen play for the film is also available, oddly enough, but I wouldn't recommend reading the script, read the novel instead, or watch the film. Dorothy Macardle has a very unique writing style. I don't think I've ever read anything that sounded quite like it. Possibly because it is written in the style of its time (1940's England) with all the cultural references to boot. But it is worth checking out, especially if you like ghost stories.
The last book I can think of (without repeating more of what others have recommended already) would be
Ombria in Shadow, by Patricia McKillip. A lot of people criticize her because she leaves a lot unexplained at the end and her plots aren't always that easy to follow. But I don't really find that a problem, because any healthy imagination can fill in the gaps and it leaves you with a mysterious "I just woke up from a dream" type feeling. And the cover art is beautiful, not that that should matter, but it makes my bookshelf look pretty.