For me, it would have to be John Carpenter's 1982 remake of The Thing. The part with the sled dogs is terrifying. I remember being freaked out for a while.
The Japanese movie Audition was unwatchable for me. For the first hour and a half, it's the most boring movie you'll ever see. But all that's meant to do is lull you into a false sense of security.
It goes to crazy town in the last 10 min. I was covering my eyes! That was the most intense movie I've ever seen.
Can i just say neither one? Sometimes i am completely alone at night and when i go to sleep, its just a horrible feeling when you are in a two floor house, you are in the first floor, alone, in a complete darkness, it scares me very much. My rooms door has a window through which one you can see the corridor, exactly when i open my eyes i see the freaking window and when i look at it, i have a feeling that somebody is there just watching me. I just cannot watch horror movies, too scary for me. Btw don't call me a little girl just because I'm afraid of horror movies :P