"Night of the Living Dead" is absolutely the scariest movie for me. It scared the socks off me way back then and still does, all these years later. "They're coming to get you, Barbara" is the creepiest line ever uttered in a movie...ever.
I'd have to go with The Shining and Poltergeist as I also saw them when I was way too young. The Shining still spooks me a little bit. I just watched Poltergeist last weekend.
I adore A Tale of Two Sisters and I admit that it totally creeped me out while I watched it alone at night for the first time! Also Haute Tension creeped me out alone at night for the first time as well. Both films, imo, are extremely well done!