For a disturbing film try Audition...that film is sooo fucked up. And yeah try the Japanese Ring movies (Ring, Ring 2, Ring 0, The Spiral aka Rasen). Phone is also a pretty scary film, Dark Water is pretty good as well.

IT and The Shining are quite scary...though even though The Shining is considered such a classic I think its nowhere near as good as the book. The Room 217 (or whatever number it is) scene is terrible in the film in comparison to the version in the book...