You know I had the same problem. I played STALKER and it wasnt till the Third time through that I refused to enter labX16 bcuz of the wraiths. They were susquently nerfed in the following two games. not to say that S:CS and S:COP werent good, they just werent scary. Throughout my gaming I have always found games like Doom3, Fear, RE, SH, condemned were all good games but never hit my scare bone like penumbra and amnesia. I did lose the scare a bit in Black plague when I actually killed a dog, it became another shooter. Amnesia is still the only game to date that I can only play a few minutes at a time and scares me at most every turn.
It is what you dont see that scares you. and Really the best game would include some sort of Ai Director to path out events at a random frequency and intensity based on your actions and movements. one that will ease off to make you feel safe, have lit warm areas for you to gravitate towards and pounce on you when you are at your most vulnerable, driving the panic into your spine. Amnesia does a good job at this, but is still scripted. And even a random event generator could become patternistic and predictable. but it is the future of good horror games.
My recommendation Hello kitty's Online Adventure.