I agree with some of these below. My 9-year old also wanted that step-up in scares, but the more adult, gory movies would be way beyond his ability to handle, not too mention my own moral queasiness at these films that just rack up a body count. Beetlejuice, Gremlins, Ghostbusters, the Goonies, Poltergeist (the old '80s one) are good starters. We watched Tremors, which he thought was funny, but it very quickly turned into a game of count the swear words - I forgot that it was loaded with them. We found two '80s films - Monster Squad and The Gate - that were middle ground scary picks. The Gate had one mildly gory scene that really was at the limit for my son and told me it would be a few years before he could watch truly scary movies. We had to fast forward through it.
I would say don't rush it with these movies because you don't know what kind of scene might really set a kid off and trigger big fears. I myself couldn't go into a bathroom without checking behind the shower curtain for years because I saw an ad for a remake of Diabolique when I was probably around 7. My dad had to explain the "dead" body wasn't really dead and I was still scared. :O