I liked The Conjuring

Compared to the average relatively big budget horror flick these days, it was rather good, I think. Of course it was clichèd and the jump scares were predictable, but I knew that before the movie started. I think they should remove the "true" from "based on a true story", though.
A couple of ghost movies I like are The Innocents (1961 I believe), The Changeling (1980) and The Woman in Black (Made for TV and came out in 1989, but quite good). Don't confuse these for The Changeling with Angelina Jolie or the recent The Woman in Black with Daniel Radcliffe!
Of those, The Innocents is probably my current favorite, but they're all great ghost stories. Or at least may appear as such.