Don't limit yourself to japanese only please. Other than "Audition" there are not too much to recommend IMO. I think S.Korea rules the world.
For pure horror I'd recommend: "APT" 2006 (as in apartment). Really creepy stuff.
For more of suspence/thriller with elements of horror, nothing beats "I Saw The Devil", "The Chaser", "Tell Me Something" "No Mercy"(not to be confused with Hollywood's one or two) and my absolute favorite"Voice"(2005). Its a part 4 of Whispering Corridors franchise if you familiar with any. All five parts are not really related other than a girls boarding school setting. Never thought I'd describe a horror movie as beautiful but this one is, if you're up for something different other than all out slash'n'thrash.
There's also Thai's "Shutter" is aewsome and as for chinese (Hong Kong), "The Eye" is pretty good as well.
This should get you started.