Without having thought about it before, I think the best might well be the original Ring - it perfectly combines the two types of horror - the slowly building creepy feeling, and the jumping out of your skin. The Thing and Halloween have been mentioned a lot, and they are both incredible. Evil Dead 2 and Sixth Sense gave me the biggest jumps of my life. Resident Evil was not a classic film and not really worthy of being mentioned in this thread, but it made me feel like I was heading for a heart attack in the cinema. And another one that might raise a few chuckles - Blair Witch 2 - I went into it having watched all the surrounding fake documentaries, at a late night showing, and the cinema was full but absolutely silent the whole way through - ideal conditions for a horror film, and it scared me half to death.