People who aren't scared easily by horror movies should watch movies that are original from back in the day, like The Exorcist from 1973 or Candyman from 1992. I am a grown women, and those movies still creep me out.
I Know What You Did Last Summer. Also there was this really good movie about a young man who could not control his hand. It was done by a small independent film crew. If you can ever find the name of it that is a good one.
Insidious, Sinister, The messengers, Paranormal Activity 4, Child's eye, Carrie (original), Misery (original), Pet sematary, and my top two personal faves (and it is really hard to scare me too) Cujo and 1408.