The famous "I am your daughter!" scene, the attic scene and the scene with the old woman bursting into the cupboard. Also, the opening scene with a closeup on Grace shrieking as she wakes up from her nightmare.
Not to mention the way the final reveal is done. The way the line "Is that how she killed you?" is delivered is truly chilling, as well as shocking.
Also, the scene with Anne and Nicholas in their bedroom being visited by Victor. Imagine, every terror you would have as a child in the dark of your own bedroom realized, where the bedsheets do not protect you. *shiver*
That scene in the upstairs storeroom. The sound effects (especially that sudden moaning noise) and that creepy Virgin Mary statue really ramp up the scariness of the scene.