Monster Mash is definitely a classic favorite of mine as they used to always play it for us back in school. I'm also fond of archetypal spooky music like with the organ and sound effects that's commonly used as a gag or for atmosphere.
Beyond that, I really love all of the Knuckles raps in Sonic Adventure 2. The Pumpkin Hill rap is probably one of my favorites, but the song for Aquatic Mine is awesome and spooky as well. I absolutely love all Sonic music for horror levels, especially the mentioned Knuckles raps, the music for Hang Castle/Mystic Mansion from Sonic Heroes, Cryptic Castle from Shadow the Hedgehog, Mystic Haunt from Sonic Rivals 2, Haunted Ship from Sonic Rush Adventure, Evil Foundry from Sonic and the Secret Rings, and more.
Aside from that, I love Castlevania music and renditions thereof / songs inspired by that game series. One of my favorites is Symphony of the Night by DragonForce, named after the Castlevania game of the same name:
https://www.youtube.com/watch?v=AOkW9kkLE4o&ab_channel=Dragonforce-Topic