CharlesGrey: Maybe you just need to find the right sub-genres of Horror which you find enjoyable. There are certain types of Horror games and films which I don't enjoy either, because they're boring to me, or just unpleasant or annoying in some way.
Breja: For one thing, I hate gore and jump scares. It has to be about the mood, tension and mystery, not buckets of blood or loud noises. One or two jump scares are ok, but only if they're earned (The Woman in Black version from 1989 has one of the best, earned jump scares I remember).
And on the other hand, a lot of horrors that people consider scary, I find just plain silly. This may sound weird, but I consider The Exorcist to be downright hilarious. It's just so goofy, with the little girl with a spinning head and a silly voice... I don't know, maybe I'm just weird, but I watched the whole thing like it was a comedy. I even found some moments in the Omen kinda funny.
Oh, and I hate zombies. If it's about zombies, then I just don't care. And found footage. I can't stand it. It's unwatchable and usually nonsensical.
CharlesGrey: I see you're primarily a fan of the classics. I mostly watch Horror films from the 80s as well. Do you have any favorites among modern Horror films?
Breja: A few (though I have not seen many). There's a spanish movie The Orphanage which I remember was really good, and scary as hell. Cronos and The Devil's Spine by Guillermo del Toro were also great (Pan's Labirynth was even better, but I don't consider it a horror). I really liked 1408 based on the Stephen King short story, it was exactly the kind of "mood & mystery" horror I like. The new It was ok, although it had too many jump scares for my liking, and at times did get almost comedy- level silly. I guess I like it, but think of it more as a mystery/adventure type thing, like a dark version of Goonies, rather than as a horror.
I can appreciate most genres of Horror, with a few exceptions, as long as the films ( or games ) are well made and creative. As for the Zombie sub-genre, I still kinda like 'em, but it's definitely overdone, and there's a lot of uninspired junk out there, I'll give you that. I don't know if you've seen it, but I can recommend Zombieland, even to people who don't normally like the genre. It's more of a comedy parody of zombie movies, and it has some great actors, including Woody Harrelson and Bill Murray. Just a very fun film, all around. I also liked the early seasons of The Walking Dead, and the first season of TellTale's Walking Dead game. Interestingly, both could have worked without the zombies, since they're primarily stories about ordinary people trying to survive in extreme situations. The zombies could easily be replaced with any number of other life threatening events, and the primary focus is on the human characters and how they deal with the situation.
I haven't seen the new version of "It" yet, and I'm not sure I care to. Not really a fan of all those remakes, especially in cases where the original was good. Most of the time the remakes turn out disappointing, and I don't have much trust in the modern film industry to actually improve upon any of the classics.
ariaspi: I'm not a fan of the Horror genre but I do like some movies, though I'm not sure if all fit this category. They Live (1988), 28 Days Later (2002), 28 Weeks Later (2007), Ghosts of Mars (2001), Resident Evil (2002) (just the 1st one).
Probably there are a few others that now I forget about. But my favourite ones are The Mist (2007), Sinister (2012) (not Sinister 2) and Dawn of the Dead (2004).
I plan to see those "The Conjuring" that I keep hearing about, maybe they are that good, but I doubt it - we'll see.
As for games, I haven't played many, but
Clive Barker's Undying is very good and Painkiller, if it's considered horror. The Suffering and Dead Space are okay. Also F.E.A.R. and its expansions are dear to me, but I don't see them as horror.
Horror is a fairly vague term, so I'm sure most of your examples fit into one sub-genre or another.
Undying is great, and one of the few cases where I'd actually like to see a remake, or some kind of sequel in the same style. I tried F.E.A.R. a few years back but couldn't really get into it. Maybe it gets better later on, but the first few hours just felt like a generic military shooter to me, with the occasional spooky scripted sequence ( some of which were pretty cool ).