The May 2009 issue of Ellery Queen Mystery Magazine contains a story by suspense write Blake Crouch. Blake, a friend of mine and stablemate at St. Martin's Press, tends to write stories with a fairly high creepiness factor sometimes accompanied by gore, but not in this case. The suspense is all there. You know bad things are going to happen. It's just hard to tell to whom and who by.
In the story, a couple facing middle age are hiking to a remote area of the woods for their annual camping trip. This is the first time in a long while they've been without their children, and after a few drinks at night, they get a visit from a lonely man with a very sad story. There is an air of menance about him, and the couple is creeped out. When he finally makes his way back to his camp, the couple discuss the man's story and, well... let's just say the story resonates with them in a strange way. Unexpected (at least by me) and the couple decides, after analyzing the story and the coincidence of being encountered in the lonliest part of the woods, that the man is out to kill them. How they react to this tidbit, however, makes the story. Well, that and the last thing the lonely man says.
Anyway, Crouch certainly knows suspense, and this was a grand example. Read the intro to the story at the link.