Stir of Echoes is probably my 'favourite', a great horror that was unfortunate to come out just after Sixth Sense with broadly similar subject matter, but was better imo.

However, the best has to be The Woodsman. It really does create some odd emotions for you & the scene in the park is probably the most terrifying scene I've ever watched for how involved you become on it, just like Fenster says you want to get in there & tear him to pieces.