I can't find very many horror movies that scare me. The only ones that really managed to make me scared (or at least cringe) are The Strangers, The Exorcist and The Grudge. The Exorcist didn't actually scare me until months later, and then I literally was crying and hiding under my covers. The Strangers, however, made me jump about ten feet out of my seat. The Grudge had its scary moments too, but it only really made me cringe/hide under my covers a few times.

The only one that really got me an I can't watch ever again is Sinister...and Megan is missing... but that's more of a thriller.