Agree about The Exorcist. I'll also add The Omen to the mix and because of my age when I first saw them, The Shining and Frankenstein spooked me as well.
I watched Exorcist when I was around 13 years old and got to enjoy watching movies. That night, I didn't sleep in my room as I was terrified and told my mom that I wanted to sleep beside her. Trust me, that movie shouldn't be recommended for kids as it is quite scary.