In a Telegraph UK Books post yesterday, Justine Picardy had a couple of suggestions for spooky stories to read for Halloween.
‘Nobody knows better than a ghost how hard it is to put him or her into words shadowy, yet transparent enough,’ wrote Edith Wharton. ‘If a ghost story sends a cold shiver down one’s spine, it has done its job and done it well.’ But that cold shiver is often mingled with a warm glow - for a ghost story is traditionally told by firelight, and its chilling effect accompanied by a pleasurable companionship between the teller of the tale and those to whom it is told.
Luckily for us of the Internet age, both of the 19th Century tales mentioned are available for free via Project Gutenberg. However, I would recommend sticking with reading them by firelight or candlelight rather than the far less dramatic glow of your LCD screen. :)

Edith Wharton’s “The Eyes” can be found in Tales of Men and Ghosts.
I was waked suddenly by the feeling we all know—the feeling that there was something near me that hadn’t been there when I fell asleep. I sat up and strained my eyes into the darkness. The room was pitch black, and at first I saw nothing; but gradually a vague glimmer at the foot of the bed turned into two eyes staring back at me. I couldn’t see the face attached to them—on account of the darkness, I imagined—but as I looked the eyes grew more and more distinct: they gave out a light of their own.

Elizabeth Gaskell’s “The Old Nurse’s Story” is available in Curious, if True: Strange Tales.
The road went up about two miles, and then we saw a great and stately house, with many trees close around it, so close that in some places their branches dragged against the walls when the wind blew; and some hung broken down; for no one seemed to take much charge of the place;—to lop the wood, or to keep the moss-covered carriage-way in order. Only in front of the house all was clear. The great oval drive was without a weed; and neither tree nor creeper was allowed to grow over the long, many-windowed front; at both sides of which a wing protected, which were each the ends of other side fronts; for the house, although it was so desolate, was even grander than I expected. Behind it rose the Fells; which seemed unenclosed and bare enough; and on the left hand of the house, as you stood facing it, was a little, old-fashioned flower-garden, as I found out afterwards. A door opened out upon it from the west front; it had been scooped out of the thick, dark wood for some old Lady Furnivall; but the branches of the great forest-trees had grown and overshadowed it again, and there were very few flowers that would live there at that time.

While you’re at it, another classic story with an appropriate theme for Halloween is “The Legend of Sleepy Hollow” from Washington Irving.
A drowsy, dreamy influence seems to hang over the land, and to pervade the very atmosphere. Some say that the place was bewitched by a High German doctor, during the early days of the settlement; others, that an old Indian chief, the prophet or wizard of his tribe, held his powwows there before the country was discovered by Master Hendrick Hudson. Certain it is, the place still continues under the sway of some witching power, that holds a spell over the minds of the good people, causing them to walk in a continual reverie. They are given to all kinds of marvellous beliefs, are subject to trances and visions, and frequently see strange sights, and hear music and voices in the air. The whole neighborhood abounds with local tales, haunted spots, and twilight superstitions; stars shoot and meteors glare oftener across the valley than in any other part of the country, and the nightmare, with her whole ninefold, seems to make it the favorite scene of her gambols.

Of course, Halloween all-star Edgar Allan Poe has quite a presence on Gutenberg, so there’s lots to choose from, but for an especially awesome selection, check out The Raven with accompanying illustrations from Gustave Doré.
Once upon a midnight dreary, while I pondered, weak and weary,
Over many a quaint and curious volume of forgotten lore,
While I nodded, nearly napping, suddenly there came a tapping,
As of some one gently rapping, rapping at my chamber door.
“‘Tis some visitor,” I muttered, “tapping at my chamber door —
Only this, and nothing more.”
Do yourself a favor and read at least this one aloud. :)
See these Wikipedia articles for more on each:
Happy Halloween!