Some good choices in there but I wouldn't class Rosario Vampire as a horror. Sure most of it's characters are monster such as vampires and werewolves but there isn't any real horror elements in it. This is kind of similar to Hellsing Ultimate which is more of an action type series, although it is closer to being a horror than Rosario. The rest are pretty solid choices though, Shiki and Another being two of my favourite series!
A couple I'd throw in for anyone looking for further Animated horror fixes are:
If you're looking for something different from all the usual gore filled shows and don't mind thinking outside the box then this is a go to show.
This series is a step above the rest when it comes to gore and has a great horror plot you'd have come to expect from the Japanese horror genre with some real gross out moments that would make even the most hardened veterans squeamish.
Set in a world where a telekinetic subspecies of humans known as Diclonius exists, Elfen Lied focuses on a teenage boy called Kouta and his cousin Yuka who come across a Diclonius girl named Lucy washed upon the shore of a beach after her breakout from a government laboratory and the events that follow.
The series has a love it or hate it vibe amongst the community where some feel that while it briefly touches upon various dark themes it covers up any lacking of real depth with nudity and violenve. I personally thought it was alright entertainment but it's really one of those shows you need to see for yourself before you make a decision.
Gyos plot sees rotting fish emerging from the sea near Okinawa through the use of mechanical frames which the corpses are fused to. The protagonist of the story, Kaori and her friends, are caught up in the havoc caused by the emerging fish and soon find that there's more to the situation at hand, hidden within the stench of death.
At first the plot may seem a little absurd but Gyo is a personal favourite of mine that has chilling moments and provides a great watch for those who give it a try. With a 1hr 10mins run time it's perfect to put on and just chill out with friends when you're stuck for something to do.
For now those are pretty much the ones off the top of my head. If I come up with anymore I'll add to it but those four are a pretty good start.