I've been startled in two books. It was a literal physical jump as I was reading. Prickly arms, thumping heart.
And both times were in Stephen King books - the first in Cuju when the mother and son (?) were sitting in their car, and Cuju suddenly appeared clawing at the window. The second was in It, when the kids were crawling through a tunnel and something appeared (I don't remember what, I was about 12 when I read it....perhaps that also played a part in me jumping?
).
How was it done?
Looking back, it was all about the pacing - just like maestrowork said, but this had an added layer.
It wasn't just about a sudden change from peaceful to action/horror. At this point in the book we new there was a danger nearby, but King slowed the pace of the book to give us a bit of a breather. Danger was nearby, but for now we were safe.
What made me jump was the unexpected cut-off. Often you can get a feel for a book you're reading, and know that you're going to have a "safe time" of about a page, and then it'll hit action/horror again.
But what King did in these examples was let the reader have a breather, and just as we were settling, hit us with the chance of pace just before we were ready.
Then bang, your blood pressure shoots up, and your heart explodes in your chest cavity.
I haven't found that kind of tension in any books since. Facinating to disect, though.
cheers
Sam