The weird thing for me is, SOME movies that I thought were scary were nothing when I saw them some time later, just as movies I thought were hysterical weren't even AMUSING many years later (for example, I always thought Holy Grail and Princess Bride were howlingly funny - now, they don't register a smile).
When I first saw "The Shining", someone told me oh don't see that, EVERYONE gets killed - so when Shelley Duvall is screaming and that little boy is in the maze, I'm thinking oh please, can't they just get away 'cause *I* am watching? Because you know at some point in the movie, ok, it's scary, but the good guys are gonna live. Or you know, ok, EVERYONE but so-and-so is gonna die. You just feel it. But being TOLD they were going to get it - and see them get away - just made it more intense for me.
This weekend I saw the remake of Thirteen Ghosts. And it scared the crap out of me. The first time I saw "The Ring", my fingers were deep into the sides of my chair, especially that part near the end where she comes out of the TV. Doesn't do ANYTHING for me now.
Slasher, gore-fests don't scare me at all. It doesn't matter how much blood there is. End-of-the-world stuff doesn't scare me either - I don't care if aliens or pod people or nuclear war is just about to end life on earth.
But SUSPENSE does get me. A good soundtrack does. Which is why the first "Evil Dead" movie STILL gets me. It's funny, because it's low budget, but it still can creep me out.