Dunno really, you can up the suspense a bit by playing with all the blinds closed, no lights, stuff like that, that way games like Unreal can make the hair in the back of your neck stand straight up.
Have you tried Doom 3, F.E.A.R, or Vampire Bloodlines ? They all have a certain amount of suspense. Especially the Seaside Hotel chapter in Bloodlines was scary stuff, or the house where they made those snuff movies.