You just said my favorite M-word...
I honestly believe that Miike is a master of "intelligent horror," though not necessarily in the realm of "story" or "plot," in fact he goes out of his way to deconstruct stereotypical concepts of story and plot and instead focuses on character. I think that Ichi: The Killer is an excellent example of this; Miike takes the popular Yakuzza construct but completely makes it his own and turns it into a deconstruction of the weaknesses and codependencies that are inherent in Man.
I started Miike thread in the JA horror section - You should check it out when you get a chance.
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One genre that we haven't touched upon in this thread that I honestly consider "intelligent" horror is the homage/parody genre. I would name the following as examples:
- Evil Dead II - Raimi creates this film as not only an homage to the slasher/haunted house genre but as a parody of his original film. What makes this movie intelligent is that it works well not only as homage to the haunted house (in the splatter punk genre), but it also works well as a haunted house film. There are some good creepy moments, when you're not grinning with Ash.
- Shaun of the Dead - It's obvious that Simon Pegg and Edgar Wright have done their zombie homework. You see homage in lines such as, "WE'RE COMING TO GET YOU, BARBARA!" (an obvious nod to Romero's Night of the Living Dead's, "They're coming to get you, Barbara!") as well as parody of the genre. But at the same time, this is a true zombie film with some fairly intense moments.
- FEAST - An incredibly well-made, directed, acted, and written homage to monster siege films, this Project Greenlight winner was a pure gem. Strictly a nod to pulp splatter horror that stands up as a good horror film.
I consider this subgenre "intelligent" because it causes the viewer to reexamine the popular constructs of the horror genre and recreates them in another light.