I was mostly freaked out by shows... CSI during dinner time was a very FOND memory.
There were a few movies though. A few being The Mummy and Scooby Doo on Zombie Island were rather traumatizing to me as a kid. I still don't like zombies or mummies to this day.
My parents aren't big on horror so I never got to see any true horror classics til I was older. At that point I wasn't such a wuss anymore.