Horror Games

[Havoc]

I'd say go with Silent Hill 2... it's simply the best of the series.
You may wanna try Alone in the Dark.
Cryostasis should be on X360 I think.

You could specify how crap your PC is, but if you want some real quality horror that will make sure you'll have to change your pants afterwards, get Amnesia-The Dark Descent.
Or if your PC can't handle it, its predecessor: Penumbra.

For consoles you could also go with F.E.A.R (the very first one), and Condemned.