When I was a kid, I loved all of the radioactive monsters - dinosaurs, giant ants and octopuses. But those things haunted my dreams. King Kong (the original) was pretty horrifying to me when the sailors were chased and eaten by the dinosaurs.
The Thing with Kurt Russell - the armatures were so good that they gave me flashbacks in the daytime because my brain couldn't figure out how they were made.
Psychological horror - Lord of the Flies and The Killing Fields. Both made me feel trapped along with the characters.
I haven't watched movies in a while. Those were my way of escaping from the horrors of the WT and Armageddon.