I'm not too bothered by phsycological horror thrillers. The SAW series was a bit of a gore fest, but it never succedded in scaring the bajesus out of me. Likewise with other slasher movies.
I recall watching the Exorcist when I was in my teens - the rotating child head possessed by a scary-sounding demonic creature scared the living crap out of me. I watched it recently, and I still found it disturbing. The Omen series is pretty frightening stuff too.
I wonder whether my believe in the supernatural has anything to do with what scares me, and what doesnt. In fact, I don't wonder at all. It does.
I laughed through the exorcist, it was so over rated.
The Omen was scary, I liked that one. The original though, not the remake, It made me scared of churches for awhile lol walking past one I was always hearing the Omen music.
Nightmare on elm street made me too scared to go sleep for awhile, or to sit on the toilet cos you never know what could come up from beneath.
Scariest film I saw as a child was Jaws, no lie it was Jaws. I was too afraid to go sleep. Also the original series of incredible hulk, we had a black and white TV so I used to hide behind my dad when he would go hulk. Then we got a colour TV and I wouldn't even come in the room when I realised he was green.
Not many films scare me though, I see it as a test. I watch them alone, then walk around in the dark to see if I get that freaked out "someones following me" feeling.