Well, Orphan had one or two attemps at jumpscares I'd say.
but you're right, it's not that jumpscary when I think about it. And like I said, I like the idea, the twist. It's awesome, and imagining a situation like that almost gives me goosebumps :p I jusr didn't feel the execution of that idea as much.
That goosebumpy creepyness is what I'm looking for in horror movies. I don't get scared either, I mean it's movies. It's entertaining, it's fun to watch. I'm looking for horror movies that make me shudder, give me goosebumps by building up a creepy and uncomfortable atmosphere that leads to certain moments that make me go "Hooo.. whoa. That was creepy." Something like that. :p The Babadook managed to do that pretty well, so did It Follows, which I prefer to The Babadook. I loved it for it's beautiful camera work, the great creature, plus it created an extreme tension for me that made me want to claw my hands into my blanket. And it just had that unique feeling to it.. these shifts between tension and dreamyness. Really love it.
Other than that I can only recommend soke funnier stuff that probably doesn't quite qualify as horror anymore. Tucker and Dale vs. Evil, Cabin in the Woods. Good and clever stuff. And the two 28 movies, but I guess you've seen those.
Anyway, I'd like to hear more recommendations if you stumble upon something good!