I found The Exorcist really frightening, but not the famous 'head turning s it was two other scenes -
One where Regan comes down from bed to the dinner party and says 'You're gonna die up there ...' and wets herself,
The other was when the demon spoke in the voice of the vagrant who asked Karras for money when he was travelling to the house - proof that the demon had to be real.
But for me, the scariest films I have ever seen are Roman Polanski's The Tenant - the definition of the word 'paranoia', and The Haunting - and not a drop of blood seen in either.