It was only a matter of time before I found this thread.
I may change my mind but here are my top three in no particular order:
1. The Shining - saw this when I was a kid, and afterwards refused to go up the stairs and turn the corner in case I saw the two dead girls.
2. Paranormal Activity - people have mixed reviews of this film but I loved the original. It was simple, the atmosphere slowly built and kept me on the edge of my seat. The unknown with something creepy (especially not human) has more of an effect on me. Actually have seen all four (watched the latest one yesterday) and was disappointed with three and four. I think I'm done with them. But the original is still great.
3. The Grudge - I've never seen the American remake and I doubt I ever will. But I found the originally really creepy.
Honourable mention: The Ring (original)
By the way, it doesn't really count as scary but if you want to watch a film that is very unsettling/disturbing, check out Martyrs. It definitely stuck with me for awhile afterwards, so although didn't keep me up at night, it had a similar effect as some scary films.