I think the only movies that really "creep" me out when I watch them are the Chucky movies. Not so much because of the movies, but when I was a kid, my parents got me one of those talking Cabbage Patch dolls. It was right after the movie came out and we would be sitting down somewhere and all of the sudden we'd hear "Will you be my friend?" and it was the doll. It got so bad my mom took the batteries out of it and we thought that was the end of it. Nope, batteries out and we're sitting there one night and hear "Can I have a hug".. Needless to say, that doll was gone from the house really fast.
One movie that doesn't creep me out but makes me jump every time is Deep Blue Sea. When the shark comes up through the pool, I know it's coming, I anticipate it coming, and then all of the sudden it's there and I jump at least a foot. My husband thinks its hilarious.