I've never seen The Exorcist because the book scared me too much.

And I wasn't scared by Blair Witch until that very last scene. It was filmed near where I live, so I spent the majority of the movie looking to see if I recognized places where I go hiking (I did, and now that adds an edge to tramping through those areas ).

I think the most scared I've been by a movie was watching the obscure flick Suspiria way back when I was a kid and cable tv was first introduced. Freaked me the heck out.

But, of course, most of the time the books are better. The Haunting of Hill House and The Shining are just two examples of the book scaring me sleepless, and the movie(s) being just ho-hum.