Most of them, no.
Project Zero/Fatal Frame, oh hell yes.

Regenerators from RE4, especially when they crawl, give me goosebumps. The music does a great job of intesifying it too.

Can't believe I forgot to mention those guys as well; didn't want to go to the bathroom at night after first encountering them, and I've had actual nightmares about them too. That damn breathing...

Not scared no. I do get an adrenikine rush though when you get attacked by loads of enemies at once.If I survive that I get an "I am the dude" feeling.

Not at all. Especially those survival "horror" games, they are just boring me.

Yes ... as long as the lighting and shadow technology is good and audio design is state of the art. So by default, no Japanese horror game is scary to me. FEAR, Dead Space, Condemned and AVP games are.

Only TRUE horror games, like Project Zero

I second the Japanese understanding horror better.

I love Dead Space, it's actually one of my top 20 or so favourite games this generation, (the 1st one at least, 2 was too action orientated) but to me it's not nearly as scary, as say Fatal Frame/Project Zero 2. That sense of creeping, pervasive dread beats jump scares any day.