Not to derail too horribly, but how do you manage your scary viewing experience? I feel like scary movies, more importantly than almost any other genre, depend heavily on your viewing environment. I've seen a film in the theater, where it's dark, cold, and the sound is blaring, and it was terrifying. Then I've seen it again at the house with friends, people talking, distraction, and it wasn't scary at all.
Personally, I find the best experience is after nightfall, turn the lights and phone ringers off, and turn the sound UP.

Some good scary movies to check out:
(I'm putting at little info as possible to avoid spoilers and because personally, I prefer to enter movies as cold as possible)
Event Horizon - sci-fi horror, ship on a new warp test jump disappears, reappears years later and a team is sent to check it out.
In the Mouth of Madness - horror writer disappears, insurance investigator is sent to check it out.
The Descent (2006) - Six girlfriends go thrill seeking cave climbing underground.
Behind the Mask (The story of Leslie Vernon) - One of my new indie favorites. A documentary crew follows around Leslie Vernon, a man who is getting ready to start his mass murdering career in the footsteps of other famous killers like Jason Vorhees and Michael Meyers.
The Mist - Stephen King's horror books don't make good movies, generally, but I think this one came the closest. It differs from the original short story, but the tone of the original was dead on.
Wolf Creek - Two british tourists and their australian friend explore the Australian Outback. Excellent, beautiful cinematography in the outback.
Dog Soldiers - Trained Soldiers are attacked by werewolves. Excellent werewolf film, and a good twist on the "chase helpless teens through the woods" standard.
Shrooms - A bunch of teenagers go to the woods for a shrooms trip. Things don't go as planned. Very cool atmosphere and mind twisting.
Ginger Snaps - Two sisters are best friends, one is attacked by a wild animal. (The sequel is also pretty good, but I really disliked the third, a prequel called "Ginger Snaps: The Beginning")
Drag me to Hell - Guilty pleasure movie. Lots of standard horror fare, with some really good moments.