I don't really play lots of shooting games (a.k.a. I don't have any yet)
So I stick to RPG's. My favorite is Traitor' Gate from DreamCatcher games. I'ts not well known, but it's well put together.
Anyway. The entire sound track is programmed for whatever is on the screen. So, it doesn't let you know when there's trouble around until you see it(unlike those other games where it either gets deadly silent, or frighteningly loud when you walk into a room) So, there was this one time, where I was in one of the many towers of the environment, and I was scanning the area for clues when(and this always happens to me) I got CD slowdown, and as soon as it picked up again, there I was staring at this bloody mangled man hanging on a wall. The soundtrack played a powerful, Bass heavy peice that rattled my house.(I play it loud when i'm alone) I was scared poo-less.
I know it makes me look like a big sissy. I mean, good god. Tomb Raider for PSone scared the crap out of me.
My most intense reaction was when I was at my friends house and he was playing a Resident Evil game (not sure which one, I think it was Zero) and he was in this room and it was very quiet and we could barely hear anything except these crows in the background. I turned up the volume all the way (horrible mistake) and he heard them then I turn around look at the screen and "CRASH" the birds broke through the window. I think it's safe to say I soiled myself that night...