Well, I don't have any horror posted just yet, but the stories I am working on will cross that line. Just implicitly.
As some people have mentioned before, the readers' imaginations does them the most terror when they think about what's happening, and I kinda like to feed on that. Course, there will be moments where I give it "yes, this is gonna go down." But teasing out the horror is fun too!
Though, in the end, I always give out a little warning that "this is what's gonna be in this story, and it's not gonna change. It'll be handled pretty well enough, but it's not gonna change. So if this isn't a for you, it might be better to turn around now" 