I play horror, particularly survival horror, like it's my job so this topic is very interesting to me - that said things like Amnesia and Slender are worthless to me. They aren't scary, they are very predictable, and yet they are seen as the best of horror which saddens me. The thing is they are "popular" like Silent Hill and Resident Evil - if all you play are "popular" titles then of course you aren't going to be over-enthused with this field.
Siren is a horror game where some characters do get weapons, but generally all you have on your side is the ability to "see" where creatures are. It's an amazing game that is stupidly hard and I love it. Kuon is a game where you play as two different characters who sometimes run into each other over the course of a night, it has amazing usage of the rumble function in the controller and it's in some ways like an interactive horror film because of the great usages of camera angles and such. One scene that sticks with me is walking across the pavilion and as I'm stepping off it having a long hank of hair pull upward as pale white hands move away from the edge of the roof. Both of those games use what could be called zombies, but neither are boring.
Then again even popular games can be interesting, RE is action filled, but you can still be scared. Silent Hill has tried many different things across their games - having random events, letting you hide in the closet while watching Pyramid Head, Ghosts (walking or otherwise), the various "shifts" of the overworld, etc. Dead Space has lots of little psychological things - the way the lights are situated, the claustrophobic nature of many of the environments, the great usage of sound, random events based on triggers... and that's without the hallucinations, the broken people, and the generally more overt horror.
I know it seems like I wrote an essay, but my stance on this sort of thing has always been that within any small selection you're likely to become disaffected. If however you broaden your viewpoint you're more likely be better off.