For a truly immersive solo horror experience, I'd definitely recommend titles like Resident Evil 7: Biohazard and Amnesia: The Dark Descent. Both have such eerie atmospheres that really pull you in, especially with the sound design cranking up the tension. If you're into something more psychological, give Silent Hill 2 a shot; it's a classic that never fails to unsettle.
And if you're looking to try something new, keep an eye out for Alan Wake II, which is set to release later this month. I feel like it's going to amp up the suspense even more than the first game! What kind of horror gets under your skin the most, jump scares or the creeping dread kind?