Horror movies: Most of them tend to focus on violence and shock horror and too few actually feel genuinely scary. My friend recently tried to make me watch Final Destination 5, and I told him I wont like it, because it's not scary, it's just people getting killed in gruesome ways. I don't like "torture porn".
To which he responded: "You should watch SAW or Hostel than..." /facepalm
Horror games don't bother me as much. The only horror games I can't play are FMV games like Phantasmigoria and Harvester. There's no uncanny valley in those, your basically watching death scenes from a horror movie when you fail (or in Harvester's case, win). But Silent Hill, Amnesia, any recent horror game, they can show as gruesome a death as they like and I can watch it, because of that uncanny valley effect.
Funny thing is: I found a certain scene in The Walking Dead: Episode 2 (at the beginning, in the woods) harder to watch than some of the deaths in Dead Space... Hell the T-Rex in the SNES Jurassic Park was scarier than Dead Space, but now I'm ranting.
EDIT: Captcha: Chuck Norris... to the people still making those jokes... let it die. They were funny in high school, but not anymore