my favorite scary movie? scary movie, oh wait you mean movie that actually scary? Ringu, any of the old zombie movie (This is my BOOMSTICK!), Aliens trilogy.... The Thing (i think that is what the movie call, its an alien movie that have the ability to copy anyone or any living thing and kill off the original.), The Fly series, Cannibal Holocaust... there is too many to name.
Don't say any zombie movie until you have seen more than just the popular ones. There are tons and tons of sub-par to just plain terrible zombie movies out there (and I've seen a lot of them...damn Netflix Instant Streaming).
The Exorcist, The Blair Witch Project, The Sixth Sense (does it even count?), the usual. I really like Diary of the Dead, Close Encounters of the Third Kind and Signs because aliens and zombies.
I has seen numerous zombie movies buddeh. Even some independent films...which...were decent...ish...lol I love the IFC channel and I don't quite use Netflix much. Hulu and random Googling ftw