1. System Shock 2
Unfortunately this game is now abandonware, but it's not only freaky. It got increadybly deep gameplay.
2. Silent Hill
Almost soiled my pants when I played this the first time. Lots of replay value with different endings. Also has some really fun weapons!
3. Resident Evil
The original survival horror game. Nororious for it's bad voice acting. Got some really interesting scenes. I also reccomend RE2 for it's dual perspective storytelling and much smoother gameplay. There's an remake of the origianl game on the Dreamcast and also a DS port. An classic that birthed a whole genre.
4. Fatal Frame II: Crimson Butterfly
Unfortunately I've yet to have the pleasure of playing any of the other games in the series. But this game makes the modern asian style of horror movies into the control of the player. Yor only chance of survival? Depending on what character you play as you either "shoot" spirits with a camera or u run away, with a limp... Some of the scenes are increadibly creepy and audio logs spread around the world are also scary like hell!
5. Resident Evil 4
Never has the reboot of a franchise been done better.