The Silent Hill franchise, while varying in quality (in my opinion), is an excellent option for gamers looking for a scare. Obviously, the graphics quality will improve as you move down the line (the first was made in 1999), but the experiences they offer are definitely one of a kind.
Silent Hill focuses on a different player character from installment to installment...
Shattered Memories is more of a redo of the first game and isn't an actual installment in the series; The HD Collection is a rerelease of the second and third titles; Book of Memories was developed for Vita and was the first to explore Silent Hill from a bird's eye view, and to include multiplayer.
Hint: The movies are not adequate replacements for the games. Especially the second film.
Silent Hill: Homecoming is the only title available on Steam. The rest (nine titles total) can be found on Amazon for PC, PS/2/3/Portable, and Xbox 360.