Gather all the necessary pieces to your scene: actors who won't hide from the camera, quality make-up artists, good camera men, lighting, ect.
Get to know your actors, makeup, and cameramen well so you can work effectively together and get your scene the way you want it. Ensure that everyone knows exactly what to do and when. Have one person dedicated to this job. We call them logistics officers.
Pay special attention to the background location, mood, lighting, sound, etc. These all set the scary mood and get your audience ready to be scared.
Avoid showing the scary thing, especially in the beginning of the scene. It will make the tension rise dramatically, but only temporarily, so if you present it too early, you've lost your momentum. It is ok to show it just barely visibly to get the audience's attention.
Use your imagination to bring all the senses into your scene. Try to portray sights, music, and even feelings through sound effects, if you can.
Have the scary thing visible, but not easy to see. It will make the viewer's minds think. Example: The Strangers. The girl is in the kitchen looking around, and in the backround, you see the stranger walk into the entryway building suspense of what he will do next.