1: scary music for scary dungeons
2: DARKNESS!!!! (and lighting, disturbing shadows always work)
3: monsters significantly more powefull than the player.
4: scary ambient noise, ramblings of distant characters (like how bioshock did splicers in early levels)
5: monsters getting to the player in interesting ways- for example
-skeletons starting of in piles, and assembling themselves when triggered.
- banshees jumping out and screaming very loudly very near the player
- ghosts and wraiths behaving like ghosts- not glowing things floating around
- monsters making a warning noise, and charging out of the darkness
- completely invisible enemies (seriously- try the amnesia demo on steam- you will never want to go near water again)
- enemies playing dead, or looking like something else (think splicers in bioshock 1)
6: enemies should TAUNT you, they should make extra loud footsteps as they approach your location, or perhaps they should laugh manically . there should be moments when a superior opponent sees you, strolls down to you- and you have to run away, close the door, block the door and hide before it breaks down the door and feasts upon you! they should give portal turret like responses like " are you still there?" where are you" "hello" and whatnot.
7: add random events-
when you sleep around the campfire you built you might be awoken in the middle of the night by the sound of wolves howling in the distance or even something else.
when you sleep in a cave or dungeon you might awake to your enemies face covering your screen as he has just started to inspect you!
when you swim- you better hope that you arent going to be attacked by something dangerous and sneaky (such as a slaughterfish swarm, dreugh, giant sea serpents, water dragons or other monsterous fish
when you cross a frozen lake- you better hope it doesnt belong to the vampires who can swim through the ice without breaking it and may decide to grab you by the ankles and pull you down!
player should be heavily encouraged to stay out of certain areas during a full moon.