The amount of gore in a movie isn't what I consider scary. I like things that fuck with my mind without ever telling me why I've drawn the horrifying picture in my head. My brother and I agree that Blair Witch Project is a really scary movie (don't hate!) simply because you never see anything, it heavily relies on auditory things, and leaves it all up to you. Because the human mind is a fucked up thing to begin with, you end up scaring the hell out of yourself.
Also in that category is Paranormal Activity. People think it's stupid because they think the ideas of ghosts and possession are stupid. Fair enough. That said, you never see anything (except a shadow on a door, and you're like OH SHIT), you hear everything, there's a lot of waiting for things to happen, building up the tension, etc... I don't know, I just think psychological thrillers are the best when it comes to making me too afraid to get up and turn the light on.