OK, where to start? After checking the date to make sure it isn't the 1st of April, here are my thoughts. I doubt any of them will surprise you.
The Exorcist: As we've discussed elsewhere, I fully accept that fear is in the eye of the beholder, and how scary one finds this will depend on personality, termperament, upbringing, culture, religious beliefs, and a variety of other factors. However, whilst it might not scare you, I can assure you it does terrify the hell out of audiences even today. Two years ago, I attended a rerelease screening that featured half a dozen walkouts and several pale faced looks of shock afterwards, from the various young people (mostly students, at a guess) in attendance. The Exorcist has a raw power, and also as we've discussed elsewhere, it's strength is in the near-documentary approach Friedkin takes, the superb performances, the extraordinary sound design, subliminal images, and so forth. This is a rare film that takes possession seriously and is all the better for it. It is also hugely influential, as important to the horror genre as The Lord of the Rings is to fantasy and 2001: A Space Odyssey is to science fiction. On those levels alone, it is indisputably great. I'd add on another note (since we've discussed it elsewhere) that the practical make-up and visual effects are another of this film's great strengths, and they stand the test of time. This film would not be better if it were bathed in CGI (in fairness, there are a few minor CG enhancements in the rereleased extended version).
Psycho: Again, to say people are no longer scared by this is simply wrong. As we've discussed elsewhere slasher films in general perhaps do frighten women more than men, but my eldest son saw this around the age of 13 or 14 and couldn't sleep that night. He cited the landing attack as the scene that really sent him over the edge, and to this day he considers it scarier than Alien and refuses to rewatch. My personal take on Psycho is it is as much black comedy as horror (not sure if you saw this piece) but it's brilliantly acted and directed, and again, massively, massively influential in that it pretty much invented the slasher genre (I'd argue Peeping Tom, release the same year, is equally responsible, though that film received a far more hostile reception). Again, if you don't find it scary, fair enough, but it is a classic and I think remains massively entertaining today. Amazing score by the peerless Bernard Herrmann too.
As for Scream, I'm prepared to be a little more forgiving of your words, considering this film is an evolution from slasher classics like Halloween (itself derived from Psycho), but it is damn good fun and still stands up very well. I think the opening scene is the scariest, but even if it is essentially Scooby Doo for grown-ups, it is a blast.