I don't always listen to music when I'm writing, but sometimes it's a nice change of pace. For horror, I've been listening to Tuxedomoon's album
The Ghost Sonata with my AKG cans, and it's very good dark mood music. Not so much recommended without headphones, though, because you miss a lot of the experience with speakers. Here's a good track, the title track, for reference:
Tuxedomoon - The Ghost Sonata
Some Autechre is also welcome, particularly for something a bit gritty. Here's one from their album,
Amber:
Autechre - Nil
Aphex Twin's
Drukqs album works quite nicely for me, as well.
Aphex Twin - jynweythek
And, not to be excluded, for something good and unsettling for primarily vocal music, CocoRosie:
CocoRosie - Lemonade
CocoRosie - Good Friday
CocoRosie is actually the main artist on rotation for the story I'm working on right now.