Blair Witch had quite a few good parts. Finding the body parts after the first guy vanished. When they run from the tent in the middle of the night and she screams, "WHAT THE ^^^^ IS THAT!!??!!" The rocks and sticks. Even just the stories of the rescue crews going out and never coming back.
And then the ending. I don't know if people who didn't grow up around the northeastern woods (western/southern wilderness is not the same; Pennsylvania, New York, New England, Canada have something about their forests) can fully appreciate the fear that a movie like that speaks to.
Ring messed me up too. My friend and I had watched The COunt of Monte Cristo first. We were pretty high and when we got to Ring, it had our full attention. Through the movie we were putting every last scrap of detail together. When she finds the girl, it was a major anti-climax, but the second that little kid's nose started bleeding, all the way to the end, it was pure escalating terror.
He made me take the movie home with me, and I dropped it off at the video store at 3:30 in the morning. I slept with the lights on for two nights. Visions of a big green smile laser imprinted on the inside of my skull. It was ridiculous.
Not a lot got me as a kid though. I saw Exorcist when I was 12 and it didn't hit me at all. Saw the beginning of Friday the 13th Part 2 when I was about 6. It was by accident, in the middle of the night, staying up with an older cousin. Half asleep, flipping around the channels, we found a girl in a canoe in a super peaceful scene. And then...
Poltergeist did scare the hell out of me at 8 years old. Watched it during the day, and when it was time for bed, I got hysterical. My dad had to slap me to snap me out of it.
After that, the only things that would keep me up at night were zombie movies.