These all seem like lists of movies that are good AND scary. But this is the list of movies that either had me sweating or gave me the worst nightmares, regardless of how much I did or didn't like them:
Evil Dead (2013)
Insidious 1&2 (James Wan is good at his job)
The Hills have eyes (2006)
The Exorcism of Emily Rose
The Sixth Sense
All of these movies, as an adult(ish), I would still have my hands over my face at parts.
And I'll throw Nightmare on Elm St and It in there just cause when I was a kid I couldn't even look at the screen.