To full fill that criteria there's only one horror film I can think of since 2000 that I've gone back and watch 5 or more times:
Puppet Master vs. Demonic Toys (2004)
I'll throw that in most Decembers. It's very Christmasy, very bizarre and fun. If it had nothing to do with Christmas I probably wouldn't watch it so much, but there you have it.
The combined weight of the horrors I have authored wrought would crush your carbon hearts into perfect diamonds of terror!
A Few Ants Short
. And what the hell, check out my DVD Collection