Well what's your flavor?
slasher/ blood fest, demons/ werewolves, possessions n the like, 'real life' murderer types.
While Slasher flicks, or the demon (vampire/ werewolves) types provide a momentary jump they have no real lasting effect on me(laughed my way through The Exorcist).
For me its truer to life films, first time seeing Blair witch project, nearly shat myself!
Only film I’ve closed my eyes during, in at least the last 10 years was The Others, it reminded me of childhood memories, memories which I’d rather I hadn’t remembered, had a real lasting effect on me. Not a particularly scary film by anyone’s standards but for me a waking nightmare