My buddy played Dead Space 2 and had to keep the lights on with someone in the room. Either he is a weenie or it really is scary. I remember playing Doom 3 and I felt that way. Doom 3 goes back quite a few years ago though.
I couldn't get into Dead Space 1. I tried it on a friend's computer so I am glad I didn't spend any money on it. I barely played the first level of it. I didn't really like the feel of the controls and I am not a big fan 3rd person shooters. However, I did play Knights of the Old Republic and Mass Effect series.
Doom 3 was may scary for the 1st hour or so. It just took some time to get used to the atmosphere. The only time I kinda jumped was when a cacodaemon (or whatever they were called) was crouched behind a door and jumped at me when I opened it. After the 1st time I was never caught off guard again.