I must be missing something when it comes to STALKER - as I played through all three on progressively harder difficulties (normal, veteran, and then Master) and found only the first Controler in the first game remotely scary. Granted, it was with the Complete mods all three times, but after a while you just get to know all the sounds and patterns of every threat there is. Unless you're pretty out of it, nothing but grenade spam pose a genuine threat when you're actively encouraged to bind a key to medkit (which you have an essentially never ending supply of after the first hour).
Same goes for Dead Space, while the invincible Necromorph was a good panic, I still think you'd have to be pretty squeamish to be disgusted by much in the game and more than a little gullible and jumpy to fall for that "not actually dead" thing more than once or twice. Call me desensitized I guess.
That said, I would in turn have to throw in my chips for Amnesia. It's positively crippling on the first playthrough.
Cry of Fear is also a good title. Even if it is a little action-y, at this very moment I can still recall five extremely good scares. "Watch out For the TREES" indeed!!!
Also, I'd vouch that when I first played it, I couldn't go 10 minutes playing SCP Containment Breach. And that when I was with a party of 5 other friends all gathered around my computer with the lights on, eating pizza, drinking coke, and playing Containment Breach - we all yelled out loud at the same time in terror.
Still waiting for a PC edition of Silent Hill 2 to float nearby...