As for "weird with a lack of nudity and/or gore" I nominate "Moulin Rouge." I only watched it because a girl I liked was a big fan, and that one time was more than enough for me. ...yeah.
Its not so much violence in horror movies that weirds me out but rather naked old people (why do they have to put that in horror movies?). "Rosemary's Baby" has a rather bizarre scene involving this in mass quantity that I can't explain on here otherwise I'll likely get a stern PM from one of the mods, but if you've seen the movie, you'll know what I'm talking about.
And who could forget (unfortunately) the scene in "The Shining" (Kubrick version) where Jack is kissing the woman that turns into a totally nude corpse hag. Seeing that scene once was more than enough for one lifetime.
I could probably list various other scenes in horror movies that weirded me out, such as a certain scene with Buffalo Bill in "Silence of the Lambs" or something that goes down in "Red Dragon," but I think this post has pretty much pushed the acceptability barriers of horror movie discussion for MC.