Regan for me too. Not only does the Exorcist put The Ring to shame as a movie, though I do like The Ring, there's no comparison between the two actresses. Linda Blair killed her role, and Daveigh Chase probably did exactly as told, but Blair scared the crap out of me, so Regan get's my vote.
Hands down Pinhead for me. The Hellraiser and Saw movies share a common bond with me, I only really like the first two of both franchises. Seen them all, I think, and didn't hate any of them, but the first two of both were the best to me. And of the two, Pinhead is the far better icon to me. Jigsaw is good, but not Pinhead good IMO.