Darmaster: I remember the movie "Event Horizon" was great and creepy.
Hard to get spooked by movies, it usually just happens the first time I see them.
I think it is important to get in the "zone", really try to empathize with the characters in the movie.
Set the atmosphere right.
Found these two creepy aswell: (at the time, when they were released)
The creepy without relying on violence,gore and shockscenes is my favorite.