I avoid horror games like the plague because I hate to be scared. I don't see anything good in that feeling, it's the worst of all feelings in my opinion. Why would I play a game which brings that feeling down upon me? I'd rather play a game that makes me hungry, or makes me feel sad, or annoyed or something.
So does hating to be scared make me a coward? After browsing through this thread, I'm suprised what some people write down as scariest ever. FEAR, Bioshock, Duke Nukem? Huh? Doom 3? There was even someone who said Resident Evil 4, I don't know if he was serious or not, but I've heard some idiot reviewer calling it the scariest game ever so who knows. Seriously, if people didn't tell me it was supposed to be a survival horror, I would never have guessed Resident Evil 4 was even supposed to be scary (fun though). Doom 3 was scary for like a level, from then on, not so much. FEAR wasn't scary since it warned you before anything scary was going to happen (an empty room, some blurred vision, then a few steps later, bang).
Scariest I've played? I tried a Silent Hill game once, didn't play it long though, since it freaked me out. Can't remember anything else at this moment.