This is somewhat of a tough question for me.
On one hand we have A Nightmare on Elm Street, and that franchise IMO has the best overall movie of all the listed franchises. The first ANOES is one of the best horror movies of all time, and that holds volumes here. Freddy Krueger is also one of horror's all time best characters. I can't think of many icons that are better than him, so he just might be the best icon in my mind. The problem is that there was a big drop off in quality after that first one. I don't think they matched what they started the first one, and the real drop off started happening after the 3rd one when Freddy became more comedy than horror. I didn't drop off as bad as Halloween did though.
The first Halloween movie is a horror legend for good reason. While Psycho and Black Christmas predated it, the atmosphere that it built was freaking insane for it's time. That movie still stands the test of time, because you can watch it today and still get drawn into it. Halloween II was a good sequel, but they really should've stopped there. All Myers Halloween movies were terrible after that, and the remakes are just......The only reason that I watch and have the older sequels is for collection and nostalgic purposes only. Michael Myers was literally the only good thing about Halloween 4-H20. In the first two movies were much deeper than a guy in a mask going around killing people.
Now Friday the 13th is a treat for me. Jason was always my favorite growing up, so there's always a soft spot in my heart for the F13 movies. When I got older and more mature with my movie tastes, I see what they are. They're just mindless movies that serve the purpose of showing ways to kill people brutally. F13 movies really highlight what's wrong with horror movies, but the actual thing that sets them apart from most of the garbage that pollutes horror is their execution. Jason as a character is simple but lovable. His "mission" is understandable and somewhat unique so that he has a purpose. He never kills people the same way twice, and he lives in a good enough environment that makes things a little cooler. The big thing with the F13 franchise is consistency. The first 8 movies deliver on their promise, and there's no drop off until after that. Friday the 13th movies may never rank high on an all time list of horror on their own, but collectively they are a landmark series. Since we're not talking about the best individual movie or character, the F13 series gets my vote here.
And I would like to say that the all time best horror franchises are Romero's "Dead" series and Phantasm.