As I've mentioned on more than one occasion, "The Exorcist" scared the crap out of me. Since that original trip to the cinema, back in the 70s, I've seen it several times on TV and it still scares the crap out of me. More recently, I saw "Paranormal Activity" and, while it has a more subtle approach to the genre than most films, it was still extremely creepy.
I can't really say I'm a fan of horror films---I've tried to watch a few on TV and they're mostly just, well, bad. As a kid, I used to love the Pan horror anthologies that were published regularly but these were great short stories by some wonderful authors like Poe, De Maupassant and the like. Must check them out again.