Most "scary" films are scary in an entertaining way e.g. Saw, Alien, Hostel, The Thing etc, the scarier ones have a more psychological theme such as the original of 'The Haunting' where you never see anything, it's implied, so it's as scary as your imagination can make it. So my choices are:
The Haunting (1963)
&
The Ring (2002)
(This one for the implications of what Samara is capable of - i.e. planting such horrific images in a person's mind that they'd commit suicide)