As someone mentioned, "Wait Until Dark" with Audrey Hepburn (1967) remains still the classic for hand-clenching suspense. However, "Jaws" and "Jurassic Park" both left lingering fears with me -- "Jaws" the sharp points of the shark's teeth and the surface of water; "Park," the sound of the raptors as they hunted. (The night after I saw "Park," I woke, sitting bolt upright, from a nightmare of hearing the breathing/purring sound of the velociraptors in my ear. Turned out it was my Maine Coon cat, curled up on the pillow as usual.)
"The Exorcist" -- yes; the sounds alone give you chills (and I don't mean the language of the possessed girl).
Oh, and the original "Cape Fear," with Gregory Peck and Robert Mitchum. Brrr.
As a kid, I enjoyed "invisible Invaders," which was made on the cheap, I'm sure -- it's harder to think much cheaper than villains you can't see -- but it seemed at least somewhat original. usually in horror films the monster is destroyed by fire or nuclear blast or something. In "Invaders," they were destroyed or driven off by sound waves. (I think. Anybody seen it?)