I remember the first time someone said HL2 was scary I was like "Oh what BS, that game was not scary at all" ..... then they said the word Ravenholm, and the memories came flooding back. So, Half Life 2 gets a vote.
F.E.A.R. I've been playing alot, and the random images of dead people and the creepy ass little girl are definately doing it for me.
But Doom 3 wins for me, if for nothing else the keeping you in the dark thing. Granted having the ability to use the flashlight and gun at the same time would make sense, not allowing it made the game so much creepier.
Though those little teleporting invisible bastards in F.E.A.R. scare the crap outta me.