I'd have to say One Hour Photo with Robin Williams. It's like... you feel bad for the guy, but at the same time... ugh. It's just really, really uncomfortable.
I'm gonna sound like a dork here but I'm gonna have to say The Shining. Seriously. I don't know what it is. I've seen a lot of the movies that have already been mentioned and yeah, they are kinda creepy but this one just hits, you know? There are so many disturbing images, disturbing sounds. I honestly can't remember a movie that had scared me this much upon first watching it. It's just.... chilling.
Also, Clockwork Orange. Much of the same idea but different end result. I honestly never want to see this film again.
I'm not a veteran in watching scary or creepy movies, but of those chosen few I have seen in my life, I think The Thing (1982) is the best creepy movie I've ever seen. Either that, or The Fly (1986).
I'd have to say One Hour Photo with Robin Williams. It's like... you feel bad for the guy, but at the same time... ugh. It's just really, really uncomfortable.