I'm going to have to agree with all of the people mentioning John Carpenter's "The Thing." Its characters were completely believable and for the most part behaved like real people might behave in such a messed up situation. The tension builds at just the right pace, and while there is a lot of gore in the movie, it's used at just the right times and it's actually used well (I would not refer to the movie as a gorefest... it's not like a slasher flick where the gore is the payoff to each scene). I found that, unlike most horror movies, it kept me on the edge of my seat... always trying to figure out who was infected at any given time, and how they could have become infected. It's almost like the movie can be viewed as a puzzle of sorts, trying to figure out the time table of what happened to who, as well as when and how it happened. It's also a movie that was made before the rise of CGI, so the effects (in my opinion) are much more believable - when a character fires a flamethrower, there's really an actor firing a real-life flamethrower, when 'the thing' makes its appearance, there's actually a practical monster there for the actors to react to.
While I respect the hell out of "The Thing From Another World," I find that it really just doesn't carry the same weight as John Carpenter's vision of John W. Campbell's "Who Goes There?" It falls into many of the tropes and cliches frequently associated with 1950's science fiction films - some good, some cheesy. It was a very well-made movie for its time, it just didn't age particularly well compared to other 50's SciFi like "Invasion of the Body Snatchers." It's also a much, much looser adaptation of the source material than Carpenter's version, taking a ton of liberties that transform it into an almost different story while Carpenter remained (mostly) true to the short story.
The 2011 prequel to John Carpenter's "The Thing" (also called "The Thing," because... y'know... there's no way that could have caused confusion among people unfamiliar with the other movies) really just fell kind of flat. While Carpenter's movie tries to portray the monster as being intelligent, clever, and sneaky... the 2011 version mostly just uses it to create "BOO!" moments. In the '82 film the monster would infect people stealthily while they were isolated for the most part, while in the '11 prequel it'll go all-out scary and loud monster attack at every possible opportunity it gets, even when it's clearly visible to other characters, putting itself at great risk. The only possible explanation I can think of for the situation is that the monster hadn't actually dealt with human beings before, and had no idea how to approach the situation for survival. Because of how miserably its efforts failed, it learned from its mistakes and became the monster that we know and love from the Carpenter film. I don't think that's much of a stretch or an unreasonable assumption, since the monster is clearly shown to be highly adaptable.
Anyway, I'd say all three are worth a watch and the short story they're based on (John W. Campbell's "Who Goes There?") is worth a read. If you had to pick just one entry though, go with Carpenter's "The Thing" (1982). In my opinion, it's the best by leaps and bounds. Still an excellent SciFi/Horror movie despite its age.