[I'm a big fan of psychological horror ...]

Well, I've been hearing some very good things about "Gone Girl", but one of her others, "Sharp Objects" is intriguing me.

[I'm a big fan of psychological horror ...]

Anything that gets into your psche and messes with your perception of the world.
 
The Shining (book & film)
Don't Look Now
The Collector
The Turn of the Screw
 

Any more suggestions?
 
 

[The Scariest Character in Fiction]

I'd say Alex from A Clockwork Orange, and, as mentioned above, Big Brother from 1984.

Although I love horror and hauntings, it is the most realistic villains that terrify me most.

[Vampire, Ghost, Zombie, Werewolf, Human - What does it for you?]

I'm a fan of hauntings - places where people experience fear, especially if the source of the fear is unspecified, and personal fears are nourished and brought out.

[The Scariest Place in Fiction]

For me, the scariest place in fiction is probably the attic room in the Witch House, from HP Lovecraft's, "Dreams in the With House".

 

The description of the odd angles of the ceiling and walls, the feverish dreams of the protagonist, the nightly visitations - it all adds up to a location that is seared into my brain.