If you are not afraid of the - really - deep stuff (extreme metal), then try the older albums (Dusk and her embrace or Cruelty and the beast) of Cradle of Filth. Really, REALLY deep, and if you can take out the words Mr. Singer is saying, it'll even help you with vocabulary. I don't recommend watching the videos, but if you're interested in the style, listen to "The graveyard by moonlight" first. It's an instrumental/classical piece connecting two longer songs.

As a rock lover to another, here's the list I'd use for a melancholic writing session (in random order):

Paint it black - The Rolling Stones
Lonely day - System of a down
Spiders - System of a down
Fear of the dark - Iron Maiden
For whom the bell tolls - Metallica
Mr. Crowley - Ozzey
Rosenrot - Rammstein
Innuendo - Queen (only if you know the story behind it)
I'm going slightly mad - Queen
Blood red sandman - Lordi

The real thing that could work for an eerie atmosphere would be dark ambient or dark-shaded classical. For that, try Nox Arcana, nothing beats that.