The Shining scared me more than any other movie ever has- the kid in the finger- the little girls- the...well, you get the idea. Also, I live in Oregon and I often go to timberline lodge, which is where the exterior shots were taken, which made it far more real than any other movie, except for The Ring 1 and two, because they take place in Seattle and Astoria, two towns that I also have been to multiple times.
Psyco had the only scene in any movie that has ever made me scream- the shower scene, plus it was my first scary movie and I was 12. It also resulted in me having to take baths for the 3 weeks after I saw it, and to this day I cannot put my face into the flow of water (as the murdered woman was doing when she was attacked).
The Ring was the only scary movie to give me problems sleeping. It didn't scare me when I watched it, but afterwards it terrified me. This movie just creeped me out.