I get drug to all the new horror movies as my wife is a fan. The only modern one that I actually enjoyed a decent bit was "The Lady in Black". It didn't scare me much although it does have some 'jumpy' scenes to it if your guard isn't up. However as a film, I enjoyed it about as much as I could for a horror flic. Except for the ending.
As a kid with a not-strict but present Catholic upbringing, "The Exorcist" definitely freaked me out in it's day. It's the last time I remember being scared at a movie. Well not entirely true. I was drug to "Message in a Bottle" and I was terrified it would never be over.
I remember liking John Carpenter's "The Prince of Darkness" as a teen in the 80's as well. Mostly because in the days when horror just equalled 'hack and slash,' it did try to blend religion and science together in an attempt to make it more believable. Pretty cheesy now by today's standards but the cameo by Alice Cooper as a zombie is still kind of fun.
With great power comes Awesome irresponsibility.