The Japenese ending of The Ring was a bit too scary for me. I also have found Scream 1, all the Aliens, and a few scenes in What Lies Beneath particularly scary. Oh and when I went to see the original Texas Chainsaw Massacre in the cinema with my then boyfriend, and had to walk back home as we had run out of money,at midnight, for two hours where the only route was a wooded kind of isolated road...
Also certain scenes in Poltergeist scared me like crazy, same for Jaws 1 and 2.
But I have to say the one film that, no matter how many times I see it scares me something chronic, that wins it for me in the Scariest Film of All stakes has got to be Don't Look Now with Donald Sutherland. Even typing the name alone gave me a shudder down my spine and had me looking behind me to "make sure". The film is scary enough in its own right but what does it for me is the ending...
I'm now going to try and find a cartoon network channel on Sky as I have now scared myself!