I don't typically watch horror for the scare factor. Occaisionally an episode or movie will creep me out. With that said, I'm often more entertained by dark and/or subtle humour or just bizzare scenarios.
I think Hammer House of Horror from the eighties is pretty entertaining.
I am also an X-Files fan, but after season six, I lose interest.
My girlfriend and I are currently on season four of Buffy. I thought that was going to be a guilty pleasure, but I am actually pretty fond of the campy nature of it.
I thought Masters of Horror had a few really good episodes.
One of my favourite series was Twin Peaks, but I guess it isn't really considered to be horror. Ironically, I found it to be creepier than anything I've mentioned above.
There is some decent horror anime out there. I liked Vampire Princess Miyu.
Ultimately I think TV is pretty much crap, so I guess we take what we can get.