I love scary games, which is probably why survival horror is my favorite genre of games
I don't get really scared by games with jumpy moments (they're often soooo predictable), but instead I prefer dark games with great atmosphere (Penumbra, Resident Evil remake, even Doom 3's atmosphere apart from the fact that it's an FPS of course
)
I have to say, the first time you have to hide from a wolf in Penumbra was one of the most tense and scary moments in any game I've played.
I think the player breathing heavily when staring at enemies is a brilliant touch, and your heart really is pumping when you sneak past them.
Anyways, to cut a long story short, that's a definitive YES!