I remember reading the novelization of “Alien” by Alan Dean Foster when I was a wee bairn, and remember it scaring me even more than the movie. But I think the last book I read that really gave me the willies was The Shining by Stephen King.
Dreams in the Witch House (H. P. Lovecraft) isn’t a novel, but it scared me silly when I read it years ago. Don’t know if it would have the same effect today.
Seconding IT, by Stephen King. I read it when I was like 9 years old or so, and it scared the crap out of me. I was terrified to go into our bathroom for weeks after reading that damn thing.
I read it when I was about thirteen. After lying awake in wide-eyed terror half the night, I finally took the book up the hall and shut it in the bathroom so I could get some sleep!
Color out of space by HPL was the story I most remember being freaked out over when I was a kid. Didn’t help that we lived in a rural New England town at the time.