Who loves a scary story?

In honor of this month of spooky stories here's a little topic for fun.

What is the best type of spooky story? – Is it the thriller that makes your skin crawl, or is it the bloody killer that seems unstoppable, or is it the monster that appears making you jump in your seat?
What makes a spooky story effective?
Are visual narratives (film and television) better at evoking fright or are written narratives (short stories and novels)?
What are the best all time scary stories in film and novel form?

I'm sure you could turn this into an interesting article, even just engaging in a discussion between the different types of scary stories (thriller vs horror) or even by examining the different trends in scary films (stalker vs serial killer).

But I thought perhaps in the comments we could also add our favourite Halloween scary stories….