I love horror movies but find it hard to get genuinely scared. That is until I saw [rec] (which had just had the Hollywood treatment as Quarantine.) I have to say it was absolutely bloody terrifying! Other good scary/freaky ones are The Changling, The Entity, Below and the Orphanage, all of which make you jump without resorting to cg or buckets of blood.
I wish more directors would learn that what you can't see is scarier than what you can!