I've thought of another one from my childhood: that Ghostbusters game where you run the franchise. For some reason the Marshmallow Man used to scare the crap out of me!
As I got older, but not too much older, that is one of the things that always confused me. In the scene where they are all supposed to make their minds blank, and Ray thinks of the Stay Puff Marshmallow Man, he claims that he is trying to think of the one thing that could never harm him. However, as a kid, the Stay Puff Marshmallow Man scared the f*ck out of me. I couldn't understand how he found that thing to be safe. Of course, years later, I figured it out, but when I was 10, it MADE NO SENSE.
Now, to answer the original question asked in a serious manner: I don't tend to play horror/suspense games. In general, they are not my style. I like old school SHMUPS (Ambrosia's Deimos Rising is excellent, by the way), old school games in general (I grew up with a Genesis, and still think it had some of the best games ever made), and an eclectic mix of modern games (Rez, Ico, Shadow of the Colossus, &c.).
However, there is a spot in Metal Gear Solid 2 that really bothered me. I am a bit claustrophobic, and really don't like the idea of drowning. In the section where you have to get E.E. through the flooded corridors, I found myself very close to panic a couple of times, as she nearly drowned. It was not a comfortable feeling. Not quite the answer that you were looking for, I assume, but man, that part of the game freaked me out...
xander
