I looooves da scary movies.

Very few scare me as well, but I don't think that's as important as being entertained (i.e. Freddy and Jason don't scare me anymore, but I still enjoy seeing them kill shitloads of people and even each other

).
As far as genuine scares go, I'd have to say:
The Exorcist: A lot of kids my age don't think this is scary, but I still find it to be, and also a very disturbing movie.
The Ring: This is really the only recent movie to scare me. I truthfully don't care for the Japanese version, but the American version is great and very creepy.
The Shining (1980): All I have to say is: TWO DEAD GIRLS STANDING IN A HALLWAY. That scene will forever creep me out.
That's all I can really think of right now that really scare me. If I were to write a list of scary movies that I liked and am entertained by, we'd probably have a list of over a hundred movies, and I just ain't gonna type that much!