Not in any order, except for numbers one and two. Not exhaustive, either. These are just five that come to mind:
--------------------------------------------------------------
#1. Regan stabbing herself in the kooch with a crucifix and screaming "**** me...**** me,,,,!" to a priest.
For a believing Catholic like me, that is just so utterly grotesque and demented, yet so perfect a portrayal of the devil and how he thinks... It's really hard to think of any scene more disturbing to me than that one. The framing of Regan's silhouette in that unearthly light upon the bed and the tormented wailing of the damned make it almost too much to take.
#2. The shark munching down Quint. People forget, but at the time, there had really been nothing done like it before. We had seen people eaten by monsters, of course, but never so convincingly or so graphically. I think this is often overlooked in the rush to parse the psychological side of the movie. The fact is, when the giant shark bites down on Quint's midsection, there's not a viewer in the house who doesn't feel it in his or her own belly. A brilliant scene.
#3. Michael Myers seen standing amid the sheets drying on the line outside, then being gone. I debated about whether to include this in the "scariest" horror scenes, since it's not so much scary as creepy, but I don't think the movie would have been that scary overall without it. In any case, it's utterly effective. Now you see him, now you don't. As best I can recall, this is also the first, or at least the most influential, use of this technique in horror movies and it has been copied innumerable times since (most recently in The Strangers--best scene in that movie, as a matter of fact). Note that Carpenter used this ploy several times in Halloween to build anticipation, but I think the clothesline scene is the most memorable.
#4. When the Alien begins to unstretch from its hideout aboard the escape shuttle. Oh my god. I don't care if you, the viewer, just knew the creature was going to be on that shuttle. I defy you to tell me with a straight face that the reveal didn't make you stop breathing and just stare.
#5. The townies hiding out from the vampires in 30 Days of Night. Pick a scene: hiding in the house, hiding in the store...they're all good. No other movie I can think has so effectively filled me with "Don't go out there, you fool!" dread than 30 Days. It makes The Mist, which was shooting at the same target, seem like a kiddie flick by comparison.