It Came From the Desert hands down for me. Like Runin mentioned, the flesh eating ant stages are actually some of the scariest scenes I've ever witnessed in a video game, but most people don't play enough into this game to check it out. The Ant Queen was pretty frickin' scary as well with those big eyes and creepy voice.
Me and my bro have mentioned how the Turbo is a pretty good system for the horror junkie, especially since the PCE was released on Halloween!
By the way, how come Devil's Crush isn't listed!? I think Alien's Crush should go on there too.