Helter, Skelter - when I read it in HS. Sscared the bejeebus out of me, so I finally realized I could not read it before going to bed! Re-read it last year, and I was fine, although while it didn't give me nightmares, it gave me very strange dreams. I think a lot of this had to do with the fact that John LIst, who murdered his whole family, and disappeared for many years, was from my town, about 3 blocks from where I lived. And at that point, he was still on the run.
The Amityville Horror. I still remember one part where they said something about "activity" about 3-something am, which is supposedly when the actual murders in the house took place. So even now, 30 so years later, if I wake up around that time, I get slightly freaked out. I don't know why, but that book had a lasting, not good, impression on me.