When you're looking for high quality spooky sound effects, start by looking in the same places you'd go to for music. Many music sellers - online or brick-and-mortar stores - also frequently stock CDs of scary sound effects. Look for royalty-free sound effects libraries and albums. If you can, browse albums online before you buy - it's easier to listen to samples of each track this way.
While there are a lot of free sound effects available online, buyer beware: Listen to a sample before you download, or risk being stuck with a less-than-blood curdling scream MP3.