Yes and not, kinda hard to say. I started AHS with Coven, without seeing the opening before, and I wasn't scared at all. That "Witch, witch" chorus (that I heard in the other seasons as well; is there a problem with be?) fits perfect the theme - witchcraft, wicca. Talking about Asylum, I was a bit sceptical about it since I don't like that much the movies/tv series about exorcisms (saw the Dominique video and I thought this was the principal theme). :\ That girl on stairs... I'm happy I was wrong about all the possesion stuff and that the purpose wasn't to sock the viewers. Freak Show has a nice and macabre intro (all those skeletons and babies).
I find it creepy (especially on coven where they're around the fire in those creepy ass hooded robes) but I LOVE IT so I usually turn the volume almost all the way up to get the full effect. Was disappointed to see that this season (season 6) didn't play the normal intro with that terrifying sound I love so much :( maybe it'll be on the next episode? I'm hoping anyway