I got Amnesia at the Halloween sale as well and I am loving it too. I only got a chance to play it this afternoon and I'm only when you run like hell away from the thing in the water that splashes it's way at you (excellent description, I know). This game almost feels physically draining, I wanted to keep going, but could not bring myself to do it, I'm almost exhausted from playing it. It's a lot of fun and scary, but I think I need to play it in short bursts rather than long runs like I'm used to.
This is actually the only game I can think of that legitimately scares me. I'm not big on horror games, I never played any Silent Hill, but I have played most of the Resident Evil games (surprisingly not RE4... dunno how that turned out) along with BioShock and Dead Space 2, plus a few others. None of them were at all scary, I mean, hell, I've jumped more at MineCraft than any of those, but Amnesia makes me run whenever it pseudo-takes-control and points me at something happening. That's probably cause my mouse is crap and randomly moves sometimes, so I don't know if the game is doing it intentionally or if my mouse is just spazing out. Because of that, I don't know if someone's actually coming or if my mouse is just screwing with me.
All in all, I'm having a lot of fun with this, just wish I had more time to play it right now. And that I could actually get through it without screaming like a little girl.