I still name Maus the scariest comic book I ever read. Because it was real.
Nothing scares me more than what is real. That is why I often say Brazil is the scariest movie I ever saw: each time I see it, it's a bit less science-fiction and a bit more like reality 
Real stuff doesn't scare me, simply because since I'm always terrified of real stuff, when something actually goes out of it's way to remind me, I shrug it off because I've already built up a tolerance from my own irrational fears.
As such, the stuff that really scares me are weird psychological stuff, like The Twilight Zone. Stuff I've never thought about, and therefore could never have built up a tolerance against.
That being said, I don't really like anything involving ghosts. They're just so boring.

I've personally not read enough horror comics to suggest one which I would consider scary enough to suggest.
But a little off topic, the sweetest one definitely has to be Scud the Disposable Assassin, simply because of the beginning, the ending, and the real story behind the comic. Put it all together and you have in my opinion, the best romance story of all time.
