Exorcist is definitely the 1st that comes to mind. Jaws also, in that, like Del, Im scared of the ocean now.

Stephen Kings The Stand miniseries thinger is probably the horrific 6+ hours of my life Ive ever experienced. I'll never forget the opening sequence.

Labyrinth isn't what I would classify as scary since its Bowie and Jim Henson Muppet-things singing songs, but it is an awesome movie, great one to watch when stoned.