Whats wrong with silent hill? Thats about the only game besides undying that ever sucseeded in really scaring the shit out of me.
I'm talking about part one though, part 2 sucseeded in boring the shit out of me.

You can try Dues Ex wich has a pretty good storyline if your into conspirity stuff. Its an pretty old game so its easy on your comp too.
And yeah, undying, story and stuff is by clive barker so it cant get more horror then that. best played with the lights out by the way.