I was a horror movie buff when I was younger, so movies don't scare me. I've only been creeped out by 2 movies, and that was because of the circumstances surrounding them.
1. IT - I watched it when I was 6 or 7. I jumped a couple of times during the movie, but I got scared when I had to take my dog for a walk immediately after the movie. There were people outside playing hide and seek or something, so hearing/seeing them freaked me out.
2. Stigmata - I was watching this movie at home alone with the back window open. During one of the scenes, some of the lawn furniture started moving. I'm sure it was just the wind, but that creeped me the hell out
Aside from those 2, I love watching any type of horror/gore/thriller movie