If you want the bejeezus scared out of you, get Undying for sure. I kept hearing about how scary it was and finally tried it out for myself.
It's basically a playable version of one of those "mind-f**k" type movies (I.e. Lord of Illusions, House on Haunted Hill, Event Horizon). Random freaky ghosts popping out everywhere, grisly creatures decapitating innocents before your eyes, odd flashbacks of murders past.. whoo.. Clive barker is one sick mofo.
Incidentally, I have an unopened copy of Undying right here (no time to play it) LMK if you wanna buy it. 😛