Love horror games. Hard to choose a favourite, but right now I'm going to say the first Silent Hill game just because I've been craving to play it again recently.
Honorable mentions: Amnesia, Sanitarium, Resident Evil series (second/fourth sticks out for me), Clock Tower, Shadow of the Comet. I even liked 7th Guest/11th Hour way back when they first came out but I accept they haven't aged so well. Oh shit and Gabriel Knight 2, loved that game. I've not checked out the first/third games in the series yet because I suck.
Also, 5 Days a Stranger is great, and free! I recommend it.
Edit: Almost forgot Shadow of the Comet. Great game.
Post edited September 05, 2013 by Goatbrush