I play RPGs, FPSs, sandbox, but I was always looking at the Horror genre, now, really, I played a couple, I even made a list of which i played and which i didn't. There are a couple of rules though.
1: Can't cost more than $50, I'm running out of money
2: Has to be innovative, no hour long cutscenes all the time and/or quicktime events (unless the game tells you that a quicktime event will occur)
3: No games should be considered horror by people but not by developers, like Doom 3 for example.
Games that I've played, and is scary (ranked a bit)
Amnesia the Dark Descent
Penumbra series
Fatal Frame (only the first 2)
F.E.A.R
Games that are horror but is just like your 5 yr old girl saying: Boo
Dead Space
Slender
I ****ing need cat therapy
The last sentence tells you that in the poll I picked: I [meow]ing love cats