I have seen a lot of scary movies and this is my personal list of the scariest:
Insidious 2 (Although u should probably watch Insidious 1 first)
The Possession
The Conjuring (cant wait for the sequel: Annabelle. You can watch the trailer online)
The Exorcist
The Woman in Black
And here are some movies that are just more suspenseful rather than scary:
Would You Rather
The Hills Have Eyes
The Purge 2