Yes, I agree. I bought surround sound speakers just for Doom3.
While we're on the subject of scary games, I'd highly recommend the Silent Hill series (PS2, PC, and XBOX, I think), Resident Evil 0 (GameCube), Resident Evil (remake for GC), Fatal Frame 1 & 2 (PS2) and Eternal Darkness (GC). And RE4, when it comes out in a few weeks (GC).