The only film to seriously frighten me was the Grudge (the American version).
I'm somewhat reassured of my opinion by the mini-review of it on cinemassecre, which reviews hundred of horrors: "everyone complains that this is a remake, even though it's by the same director... and people often say the ring is the better Japanese remake... but the ring just doesn't get under my skin in quite the same way as the grudge. Now, I watch horror films ALL THE TIME, by myself, in dark. This film scared the absolute **** out of me".
And it did.
If we are going with pure jump scares, I think the recent Daniel Radcliffe film, the Woman in Black, is a masterpiece. But for true unnerving hide-behind-the-sofa 'poop your pants at every noise you hear alone in the dark' experience, the grudge, every time.