For those who enjoy the more realistic, minimalist approach of "found footage" films like the Paranormal Activity franchise, I encourage you to look into the Australian-produced 2008 horror/mockumentary Lake Mungo. The film is shot entirely in an airtight documentary format (and features some of the most credible acting performances I've ever witnessed) and is thematically and stylistically very similar to Paranormal Activity, but executed in a less overt fashion so that none of the scares seem forced or contrived. Instead, the film is imbued with a grave and foreboding atmosphere that persists throughout its running time as you gradually realize the source of the mystery, and leaves you feeling genuinely unsettled at the implications of the plot's final developments, rather than just racked with adrenaline as the result of being repeatedly startled by loud noises.
Lake Mungo is available on Netflix for instant streaming, which I know most of you have, so there's no excuse for you not to watch, alone, in the dark, tonight.