This website believes The Haunting of Hill House by Shirley Jackson is a novel that is scarier than most horror movies. It was their number 3 pick.
First published in 1959, Shirley Jackson's The Haunting of Hill House has been hailed as a perfect work of unnerving terror. It is the story of four seekers who arrive at a notoriously unfriendly pile called Hill House: Dr. Montague, an occult scholar looking for solid evidence of a "haunting"; Theodora, his lighthearted assistant; Eleanor, a friendless, fragile young woman well acquainted with poltergeists; and Luke, the future heir of Hill House. At first, their stay seems destined to be merely a spooky encounter with inexplicable phenomena. But Hill House is gathering its powers—and soon it will choose one of them to make its own.
Series: Penguin Classics
Paperback: 208 pages
Publisher: Penguin Classics; 1 edition (November 28, 2006)