The Thing - borderline brilliant. Once you've watched it seek out the youtube analysis ( you'll know which one) to be blown away by the level of thought in the movie's direction.
Let Me In - An excellent remake of the Swedish film
BUT, the only film that remains to this day the most deeply unnerving and truly "scary" work is one that I haven't seen mentioned yet -
Fire In The Sky.
That movie absolutely chilled me to the bone with its rendition of the abduction, plus the fact that it is supposed to have actually happened.