Well, in all my life, the thing that scared me most was Silent Hill. Or maybe Clock Tower, both are scary as hell. But I think the second one is more scary because you're always forced to run rather than fight. But...I guess the scariest place is in your hometown. A twisted, alternate version of your hometown. Complete with the amusement park scenes, the school, teh civil war prison...everything can be frightening if you make it look right.