I love those old amicus anthology flicks,which i watched countless times growing up as a kid. They are a bit cheesy now,but great entertainment.
From a whisper to a scream is also another fave,pick up the uncut r1 release if you aint got it.
At the low budget end,olaf ittenbachs the burning moon is pretty good,if you like your anthologys with plenty of splatter(well,it has two stories and a wrap around,so its an anthology in my book)
And im probably alone in this one,but i really enjoyed cradle of fear,especially the internet story,the sick room.