>>718820790 (OP)
They both scared the shit out of me in different ways. SH2 is more opressive and SH3 is more relentless. I can only play these games in short bursts and I dread coming back to them. If you play them as intended, in the dark, with enough sound and no distractions, this stuff will get to you.
For some reason, SH4 is the one that gets under my skin the most, maybe because it traumatised me as a kid. I never got past the subway back then.