Here's a list of the top 100 scariest movie scenes of all time.
I don't know if I'd pick just one scene out of a movie, but if you're talking about the whole movie, I'd agree with these ones from the list:
When A Stranger Calls
Silence of The Lambs
but the all-time best for me are The Shining and Alien.
Two movies that made the list are a little puzzling to me - Deliverance and Full Metal Jacket. Both good movies, in fact Full Metal Jacket makes my top three movies of all time, but scary? I don't agree with that.
What are your top scary movies?