Se7en is a very awesome movie, but i am not so sure i would call it scary.
You should get the original Japanese verson of The Ring trilogy... that scared the crap out of me.
I liked The Hills Have Eyes remake, there is a bit of gore as well.
House of 1000 Corpses and The Devil's Rejects, they are both f***ed up. Classic Rob Zombie i guess.
I also liked Texas Chainsaw massacre (2003 version) i havent seen it in a while, but as far as i remember it was pretty scary.
Thats all i can think of for now.