If you're doing a more invesitgative kind of game, I've been really impressed with Esoterrorists and Fear Itself. They both use the GUMSHOE system, and its a very fast, rules light system that is brutal and deadly.
If you want somewhat more durable heroes and anticipate more combat, you can't go wrong with Savage Worlds. I've used it for sci-fi, Fading Suns, modern conspiracy, modern horror, victorian horror, zombie horror, Deadlands, pirates, and fantasy. Its got some pulpy elements to it, but thats easy to overlook if you get rid of the "mook rules" and have all creatures take 3 wounds to kill, just like heroes (which is more appropriate for horror). Also, all the SW settings have some horror elements worked into them, and they have a good table for fear effects and sanity included in the system (I think 12 to Midnight makes an expanded mental health rulebook too). We've found SW to be MUCH faster to run, play, and prepare with a minimum of work, and its every bit as flexible as games like D20 Modern. Plus, there is a Horror GM's Toolkit and Horror Bestiary out for it as PDFs, both of which are awesome. In addition, as Prest0 pointed out, 12 to Midnight makes some incredible horror supplements as well.