Nightmare on Elm Street was certainly something that stuck with you. I was quite young when it came out as well and making people afraid to go to sleep was quite a novel concept and it is understandable why your parents wouldn't want a kid to watch this.

The Exorcist haunted me for a long time. That was probably the longest-lasting dread type film I had ever seen but it had a lot to do with my age at the time. I went back to rewatch it and except for the spider crawl on the stairs (which was edited out in the theatrical release for being too creepy) I mostly thought the film was kind of dumb. That's what time will do to ya!