I really like the movie Susperia but I never found that to be scary in any way. Other 'cringing but not exactly scary' movies like Salo and the Audition were good as well.
The movies that I find to be the most 'scary' are good ones with ghosts and demons and such (Ju-On and similar Japanese stuff for a quick example), but not because of the actual movie itself is scary, but rather the impression it leaves on you, such as two days later after seeing it when it's a dark silent night and you hear that faint noise across the hall and see the shadow supposedly flickering. That's when those movies become absolutely horrifying. I remember this one Japanese short that I saw a real long while back with this guy going into this apartment with all this tape on every crack in it. He goes and cleans it up but some kinda ghost or something was being held by it, and once he notices tries to put it back on but fails. I was positively unnerved by every crack in my house after that. My description really doesn't do it any justice but maybe someone else has seen it too and will recognize it.
But really only other movie that I can think of that I sincerely found scary in itself was the Blair Witch Project. While most of the movie is actually build up (similar to Audition but in a very different way) and is not scary per se, I find the release of all that build up at the end to be quite scary, especially with that lingering 'unknown' of what it was. Also has that 2 day effect that ghost and demon movies have (is Blair Witch considered a ghost/demon movie?).
That one movie Splice also deserves a mentioning. While once again, the movie itself was certainly not scary, the extreme uncanny valley effect that the main creature gives you is just massive. I could hardly even look at it solely because of that effect.
Also, anything that relies on heavy jump scares is by default trash. You can make a jump scare with Mickey Mouse and it'd still be scary. Jump scares are nothing more than a cheap and horribly uncreative way of making something of as 'scary' with minimum effort and talent involved. A good horror needs to rely heavily on atmosphere and suspense, not Mickey Mouse flying out of nowhere, right up your face