My overall goal is to incorporate content the players create, with backstory, conversations, quirks or traits they give themselves, into the horror in surprising and creepy ways. I also try to create increasing doom in the session. I'll use common horror tropes as cheats to tell a lot of story without having to create a lot of story. And setting the physical mood is key - it's hard to for me to generate any creepiness in a brightly lit room with birds singing through the open windows. Ambient music, dimmed lights, table setup all are critical.