Mine was Scream. For the next month after I saw it, I called someone on the cordless if I had to go outside after dark! I swear I would have had a heart attack if someone would have shown up at my house in that mask!
I am also really creeped out by Nightmare on Elm Street. After all, you can't avoid sleep. Especially the very end where the girls are jumping rope. AARRGGHH!
My sister, OTOH, was so scared by Blair Witch that she drove home from the movies CRYING!!!!!!!!