It really depends on the atmosphere with both of these things to me. With seeing things, it may be within a dark corridor, though I'd currently be under a light source. I can usually see the proverbial things that go "bump in the night", before that bump makes a sound. It honestly freaks me out there.
As for hearing things, that can happen wherever for me. I could be in a well lit room, typing on my laptop(for an accurate example), but suddenly noises come out of nowhere, and I instantly jerk my head to where the noise was, with the telltale heightened heart rate of a scare.
Personally, I prefer seeing things better than hearing them, so I suppose to answer the question, I'd say that hearing things go bump in the night is much scarier to me than seeing them make the bump.