I haven't yet heard this NPR piece by Jesse Kornbluth, but I likely agree with it already. I can personally attest that Jim Thompson's The Killer Inside Me is definitely good for a scare, during Hallowe'en or any time.
Thompson is one of the great pulp writers, if there is such a thing, and Killer is one of his handful of classics: the story of a downhome Southern deputy named Lou Ford, who is such a completely likeable boor, such a total windbag, full of more idiot cliches than you can shake a stick at, that you'd just never suspect him of being a homicidal maniac. No one is more amused by this charade than Lou himself, who knows that in order to kill people, you've got to become like them. Know your victim, in other words.
Thompson is not by any stretch what you would call a literary writer; he wrote trashy books very quickly, and the hastiness often got the better of him. It was very hit or miss, but when he hit -- as in The Killer Inside Me, A Hell of a Woman, A Swell-Looking Babe, or Savage Night -- he really nailed it. Unlike, say, Dostoevsky, Thompson's killers aren't all that concerned with the depths of human guilt, or if everything is permitted if God is dead, etc. He's the voice of the common psychopath.
I read just about all Thompson's books about 20 years ago, one right after the other, which was probably not the best way to read him -- the books make you feel kind of grim and dirty, as if you'd just spent the last 24 hours riding in the middle of July in an un-air conditioned cross-country bus populated with the worst humanity has to offer.
Something I wrote about Thompson forever ago, and miraculously is still available on the Web.