Silent Hill 3 will likely be better on a PC if only because of the improved graphics you’re bound to get. But don’t overlook Silent Hill 1 or 2, assuming you have a PS1 or PS2 that you can play the original on. I’d say SH2 has too many slow parts, and SH3 goes overboard with making you fight enemies and feeling a little too much like a pure action game, so the original may actually prove to be the scariest for you. But they’re all pretty good.
I agree mostly with Guildboss on the PC titles he listed. Undying is another pretty good title - it’s not as creepy as the Silent Hills, but it sure is more fun as a pure game. I found it repetitive since it relies too much on a couple of monsters, but that didn’t stop me from playing Serious Sam to completion a few times. There are some really good moments in it and you should be able to find it at ridiculously low prices, so I say why not go for it.
System Shock 1, assuming you can find it and then get it to run on a non-DOS-based machine, IMO is much more enjoyable than the sequel, but maybe not as scary. I say maybe because I can’t remember the game too well, as I’m missing a few of the floppies and haven’t played it since 1995 or 1996. I’ll say this much about SS2 should you decide to check it out: do NOT leave monster respawning or weapon degradation enabled. Those features will frustrate you more than scare you. Let the basic atmosphere of the game accomplish the creepy/scary part because it’ll do a good job.
Thief 1 is good and creepy, although for me it’s not because of the zombies or anything downright evil or anything. It’s just my favorite stealth-based game, because the tension you’ll feel from crouching in a shadow and praying that the guard walking five feet away from you doesn’t spot you is great. Yet if you DO get spotted, it isn’t “YOU INSTANTLY LOSE RELOAD YOU PATHETIC MORON” the way a lot of crappy FPS missions that try to be stealth-based can be.
And hell yes, by far Aliens Versus Predator 1 is the best at being both scary and a great game. The Aliens missions are disconcerting - I tried to replay it recently, and I honestly couldn’t get past the first mission. I just couldn’t find the exit. Christ. Meanwhile, the Predator missions are a bit too easy, because, you know, you’re a Predator and shit. The Marines missions - OH YEAH. Awesome.
On a final note - I’ve heard nothing but good things about Fatal Frame 1 and I just need to remember to rent it. Also, I really like that bizarre trailer for Forbidden Siren, which I think I’ve watched about a trillion times now just for the music. I can’t wait for that.