I'm such a loser for this but
The Ring scared the crap out of me.
The Grudge kinda freaked me out as well.
Saw and any other such gore is nothing but movies that mess with your head with real world objects doing strange stuff, (TV's, phones, water, circles, little girls with long brown hair, etc) that somehow gets to me. I know it makes no sense but it made me hate my TV for weeks and still creeps me out if I think about it too much.
Of course my ex played a cruel joke on me after he found out it scared me. Bastard left for work one day and put one of our really old TV's on a power switch timer on a channel we didn't get (i.e., static). I was sitting alone and that TV came on by itself. I screamed (I mean REALLY screamed) and ran out of the house... then realized what was going on and grabbed the phone to give him a right telling off and that phone rung in my hand, I dropped it.

He had a timer set to call me at that exact time.
(yeah it's kinda funny but it was fricken evil)
So I think all of that played a small part in The Ring scaring me stupid.