[Guitar Woman]

I remember Siren. That was the one where you could see what the monsters saw and everyone had a british accent, right?

PS: Since willie brought up System Shock 2, I think other scary FPS's should also count. That said, Alien VS. Predator 2 scared the shit out of me. You'll also probably like Clive Barker's "Undying" if you can get over the lefty shooter approach.