The thing that scared me the most and left a scar was Chucky. I do not remember which one or what scene all I know is that because of that movie I have never been able to watch scary movies. My sister and I used to creep down the stairs and watch the movies the adults were watching between the handle spokes and one time that movie was on. My sister (a year and a half younger than me) fell instantly in love with scary movies but I have never really watched any since. I was about 7.
The remake of "The Exorcist." The little crazy girl does a spider walk backwards down the staircase into the living room with blood pouring from her mouth. That is probably why I have only ever lived in a one story since leaving my parent's house. Bad stuff happens on stairs; spider walks, creepy attics, noises in the basement. No thank you.
To add to Cutters response, I never thought about it, but I sleep by the window with a gun underneath the bed and my wife closer to the door. Even though bullets will shred a mattress, there is a certain comfort in having something between you and the boogey man.