I don't think I like many horror movies, I just can't feel that scariness and stress when watching one (Though sometimes I pretend to to have fun with friends ). I sometimes like the silliness of some of them, like Bloody Valentine for example, but I get a good laugh instead of scariness from them.
Though I gotta admit that there are some movies which, even without scaring me, have a really good story and dialogue, which is what I enjoy watching most. But some others try so hard to be like that and fail miserably, and one of the most common "scary effects" they use, is suddenly playing a hard note that startles the audience, but what's happening on the screen?... nothing!, it's not a scare for the characters onscreen, it's for the audience alone, and that's what peeves me sometimes

Anyway, I enjoy horror games a lot better, where the survival of the character depends on you, and you feel the stress the character should feel. The GameCube remake of the original Resident Evil was the most successful on having that effect on me it's darn creepy and darn horrifying. The Dead Space games are awesome for that reason too