I remember seeing the Blair Witch Project when I was little. It was great, because I wasn't scared at all, it seemed so silly to me, but I loved it because the girls next to me at the time kept grabbing me every time something scary happened.
When I was younger, back in the PS1 days, the Resident Evil and Silent Hill games were so scary I couldn't play through them properly. Now that I'm older, they're just somewhat spooky at best, but Dead Space seems like a good horror game I plan to pick up.
Scariest film I ever saw was probably The Dentist which is probably one of the reasons why I have a phobia for hospitals and doctors, or perhaps the reason why I found it so terrifying was because I already had a phobia for them. I watched it at a young age and couldn't help being afraid that my dentist IRL will one day lose his mind and start drilling me whilst I'm strapped down to his chair or something.