The Doom series may have helped pioneer first-person shooter games, but Doom 3 did its fare share to contribute to the horror genre. It holds a special place in my heart as the first game that made me loose sleep at night.
However, since you have a large weapon arsenal and occasionally meet friendly NPCs, this is a tamer game than others on the list. It will give you some thrills, while also allowing you to conquer them explosively. My kind of horror game.