"The Monster Maker" by W.C. Morrow. I read it in Horror class in high school and fell in love with it. Very Shelley-esque.
Good choice. If you haven't read Morrow's "His Unconquerable Enemy" you might want to seek it out. I found it a very uncomfortable read. Mostly in a good way.
"Shipshape Home" by Richard Matheson could be considered a sci-fi horror as well. It's quite bleak and unnerving.
Another good choice. I read this for the first time just a month or so ago and enjoyed it quite a bit.
I feel like this subject has come up before, but I'll play along anyway. Short stories that come to mind are,
A. E. Van Vogt: "Black Destroyer"; "Asylum"
Michael Shea: "The Autopsy"
Octavia Butler: "Bloodchild"
Michael Blumlein: "The Brains of Rats"; "Tissue Ablation and Regeneration: A Case Study"
Charles Stross: "A Colder War"
H. P. Lovecraft: "The Colour Out of Space"
Alfred Bester: "Fondly Fahrenheit"
Avram Davidson: "The House the Blakeneys Built"; "Now Let Us Sleep"
David Drake: "The Hunting Ground"
Jerome Bixby: "It's a
Good Life"
James Tiptree Jr.: "The Screwfly Solution"; "The Last Flight of Dr. Ain"
C. M. Kornbluth: "The Little Black Bag"; "The Mindworm"
Donald Wollheim: "Mimic"
C. L. Moore & Henry Kuttner: "Mimsy Were the Borogoves"; "Vintage Season"
C. L. Moore: "Shambleau"
Stephen King: "The Mist"
George R. R. Martin: "Nightfliers"; "Sandkings"
Robert Silverberg: "Passengers"
Harlan Ellison: "The Prowler in the City at the Edge of the World"
Geoffrey Landis" The Singular Habits of Wasps"
Ray Bradbury: "There Shall Come Soft Rains"
John W. Campbell Jr.: "Who Goes There?"
Bob Leman: "Window"