Quote: "heck,even a level with no enemies can be scary"
Agreed, if you do it right, and succeed on a good atmosphere, the level can be scarier than games with enemies.
Quote: "HL2 has no horror appeal what so ever, L4D neither (not that it was supposed to)."
I know HL2 is not a horror game, but still, it's scarier than some "REAL" horror games, especially ravenholm and the poison zombies.
Quote: "I would like any advice on how to start and any horror packs that are really good that feature many zombie characters etc."
Zombie Apocalypse pack, by bond1 is the best around. It has zombies for scary horror games and zombies for fun mob action. I recommend that

Propably everyone else here too. Gore Pack is also nice, it has zombies for asylum scenes and alike, and it also has freaky twisted monsters, wich are also (if used right) scary as hell!
God, grant me the serenity to accept the things I cannot change,
The courage to change the things that I can,
And the wisdom to know the difference.