All of his books are intense and dark, but not all of them are horror stories. I liked the "The Dark Tower" series which is a dark fantasy series. The first book in that series is "The Gunslinger" I also liked his books "the Green Mile" and "Rita Hayworth and Shawshank Redemption". These last two books take on the horrors of prison, but are not horror stories in the traditional sense. (I love the movies based on these books, but the books very much capture King's sense of humor in a way the movies don't)
Some of my favorite Stephen King writing was when he wrote about pop-culture for Entertainment Weekly in the late 90s early 2000s.