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Know that the evils we don't see are scarier than ones we can. Create a shot list for every scene before shooting. Review everything in advance. Light your shots more than you think you need to. Set the blocking for each long scene. Make your special effects with care. Shoot extra atmospheric shots whenever you can.
The human imagination will almost always conjure up a scarier image than you can show on the screen. Why? Because each person will fill in the images that scare them the most. This is why, in the beginnings of most horror movies, you only get fleeting glimpses of the evil that is lurking in the corners. You might see the aftermath of a murder, or the moment right before the death, leaving you to fill in the blanks yourself. Horror is about fear of the unknown -- so let the audience sit in the dark for as long as possible.  Think of when you were scared of the dark. A rustling sound, a glint of light, a face in the window -- these things are scary because you don't know what they are. And the unknown is always scary.  Let this be your guiding principle while filming. A shot list is simple -- it is every angle that you need to capture each day you're shooting. This helps you work effectively and make sure all the relevant details are on film for the final movie. To make one, simply draw out the scene in basic comic book form. Show every shot that you need to capture, even if it is with stick figures.  Get every single detail you need -- if the audience needs to see the knife on the table, make sure to get a shot of the knife on the table, alone. Movies are not shot like plays, where every scene is captured in real time. Having a shot list shows how you need to move the cameras, get specific information, and line up shots. For example, you may need to show the villain in the window for one second. Instead of trying to get the actors inside to get the scene right, then have the villain pop up, you can simply film the villain popping up then edit it in later. You should be the first one on set and the last one to leave every single day. Things are going to go wrong-- actors get sick, weather won't cooperate, and you have 100's of decisions (lighting, character placement, costumes) that need to be made every hour. The only way to have a successful shoot is to do as much work as you can before you even start:  Review the day's shot list -- know in advance what you need to get, and what you can skip if you run out of time. Rehearse with the actors. They should know what to do before the cameras are rolling Review lighting and camera positions. No actor wants to sit around while you fiddle with lights. Have them ready before they arrive. This is the number one mistake of horror filmmakers. You believe that, to get dark, spooky lighting effects you need a dark set. This will always lead to grainy, ugly footage. Instead, focus on making good, clear shadows and nice, fully clear light spots. You will tone down the darkness in post-production, so don't worry if it looks bright and cheerful now.  Cameras need light to take smooth video. This is why you always darken the footage while editing instead of trying to shoot in the dark. Horror movies are known for dramatic lighting. This means dark, almost black sections contrasted by bright, well-lit areas, like in the famous House on Haunted Hill opening shots. Colored lights, specifically greens, reds, and blues, can create a wonderfully creepy atmosphere for your scene. Blocking is where the actors are and where they go. You can then set the cameras, lights, and sound equipment up around them. Having accurate movement means setting blocking in the beginning, allowing the filming to go smoothly once everyone knows their places. It is also your most important decision as a director on set. Blocking can be as simple as "sit here and here and talk" or as complex as, "start at the fridge, move to the stove, open the door, and then jump in surprise."  Keep this as simple as possible for most shots-- walking in straight lines, basic entrances and exits, and mostly still positions. It is not a play and the cameras will only capture a small fraction of the entire scene. Let the camera do the movement whenever possible, not the actors. The less your actors need to move, the easier your job lighting, shooting, and editing will be. Blocking is crucial for long takes. For example, if you want to follow a killer through the house, you need to know what rooms they hit, what they see on the way, and where they stop. Then you need to make sure the lighting is even all the way through. Knowing that "what you don't see is scarier than what you do," take a minimalist approach to most of your special effects. It's proven that a sudden moment of suspense without graphic bloody violence is scarier because the viewer's imagination finds the scariest possible outcome. More importantly, trying to make Hollywood-style effects and failing will look corny and take away all the horror. That said, some special effects to focus on are:   The villain. When you do finally reveal your bad guy, it needs to be good. This doesn't mean it needs to be complicated, as The Babadook, and Friday the 13th have proven countless times. Just make them creepy, and let the shadows to the rest. The essential props. You can buy fake guns and knives online, which allow you to "stab" actors effectively. Antique stores and pawn shops are also great places to get creepy old props, decorations, and costumes for cheap.  Fake blood is a nearly-universal must in horror. There are a lot of recipes out there, but corn syrup and food coloring is as basic and effective as it gets. The blood on the walls, the nervous actors, the creepy spider webs in the corner -- you need to get these shots while the set is still consistent. These shots are the connective tissue of your movie, also called B-Roll, and they are used to create atmosphere and build tension. In between scenes, get shots of the actors exploring the set, the darkened rooms, and the special effects -- the will come in handy when editing. You should also return to the location without actors and shoot as much footage as possible of the house and sets. These shots are great ways to introduce a scene, such as when a character walks into a room for the first time and we "see" them exploring it through their eyes.