Everyone mentioned the chest popper scene before I could...
Other scenes I liked:
The Ring: When Samara came out of the television... I'll admit, that scene made me squirm like a little squirmy... thing.
End of Evangelion: There were so many good scenes in this movie... like when Asuka tries to defeat all 8 of the E series units in under 5 minutes, only to be senselessly slaughted in the end... ah, the joy of senseless violence... it's sensless! The Birth of God and the rebirth of Adam and Lillith (or the well-known "How Disgusting!" scene to Eva fans), among others are good scenes, as well.
Signs: When one of the aliens reaches out from the coal tunnel and grabs that kid's face. My mom screamed at the top of her lungs. I laughed.