Being raised on God/Satan, and being aware that science has not yet accounted for every mysterious force in our universe, I love a good supernatural story involving demonic spirits. Unfortunately, not that many GOOD movies have been made on the subject.
As for being truly scared, the original movie 'The Exorcist' scared the crap out of me. It was well made and had a sense of believability if you're a believer in good and evil spirits - especially for a kid. Unfortunately, the sequel/prequal/whatever to The Exorcist weren't that good.
I did enjoy the original Poltergeist when it came out. Some parts were pretty cheesy - especially by today's movie-making standards. But there was something really creepy about that old man. 'The Shining' and 'The Entity' were pretty good. I haven't seen 'Shutter Island' yet. Maybe I'll watch that this month.
Slasher/hacker movies are sometimes entertaining, but I wouldn't say they're 'scary'. Too many movies are made in this genre, and they're too predictable. More like they're intended to scare a naive school girl (which, I suppose, they are).
I love a good scary movie. I just wish they made more good ones.