I'm not a huge horror movie fan, I'm more into the mindfuck/thriller/suspense/atmospheric/wtf is going on?!" kind of movies.

These are some of my favourite "scary" movies.

Jacob's Ladder, 28 Days Later, The Silence of the Lambs, The Shining, Se7en, Psycho and other Hitchcock movies, Ringu, The Ninth Gate, Event Horizon, Saw, Cube, The Descent, Irreversible, Perfect Blue (anime)

Honorable mention: Alien gave me nightmares for like 2 years when I saw back when I was 8. I even took the legs off my bed so that the aliens couldn't hide under it... hmmm I still haven't seen all of it.