It's the SPOOKY MONTH!!!
I've always thought there were two kinds of horror stories: fun horror and dread horror. Fun horror is like a haunted house. You get scared but come out laughing at the end. Movies like
A Nightmare on Elm Street, Friday the 13th, and other movies where the killers have an iconic look or gimmick are fun horror. Dread horror wants to leave you disturbed. Movies like
Hereditary,
It Follows, and
The Exorcist are dread horror. Occasionally you'll get a movie that's fun horror to some people and dread horror to others, like
The Texas Chainsaw Massacre or
Saw.
What kind of horror do you like better? I prefer fun horror, but dread horror tends to stay in my memory longer. That's probably why I watch fewer of them. Too much of that kind of relentless negativity would leave me depressed, but fun, gimmicky horror doesn't do that.
I would say there's more than two types, really:
1. Cosmic Horror - wherein the universe is a cold, dark place, and generally either hostile on its own, or neutral but accessed by beings from Beyond who are, at BEST indifferent, at worst nakedly hostile and alien. This can be either but usually falls in the "Dread" side; the best known practitioner is probably H. P. Lovecraft. Maybe not "BEST" but "BEST KNOWN" and possibly the most influential.
2. Gross-out Horror - This stuff usually TRIES to be fun, and includes the "iconic serial killer" films, but also "torture porn" like Saw or The Human Centipede. A lot of this is "body horror" - about someone being turned into something else either through magic or surgery or some kind of bizarre illness, but is characterized by lot of gore. Again this can fall into either "fun" or "dread" - and was mostly just "fun" until some point in the 90s or so when it shifted and now a lot of it is far more disturbing than anything else. The series American Horror Story tends to waffle between this and the next entry.
3. Psychological Horror: This can include thrillers if maintaining tension is a factor, as well as stories where you're never quite sure if the narrator is being honest, or one of the bad guys (and can even be told from the POV of the monsters). Dennis Etchison does some great work in this area, mostly on the "Dread" side, and Clive Barker plays a lot in this space, as often on the "fun" side as the "dread;" in cinema, Alfred Hitchcock played in this realm a lot, most notably with Pyscho.
4. Thrill-Ride Horror - always on the "fun"side, this would include things as diverse as Poltergeist or even the Ghostbusters films - something where the action (and/or comedy) keeps the focus rather than the horror stuff but it still has a disturbing edge.
5. Silly Horror - Again always on the fun side, stuff where the genuinely creepy moments are always punctured with something silly happening; the various Abbott & Costello meet X movies, most Scooby Doo shows, the Hocus Pocus films. Time has rendered most of the old Universal Films more into this category now (note: MOST not ALL), though they fell into other categories when they were released.
I'm not a fan of the gross-out stuff in general, and usually prefer horror in written form rather than in movies or television, in part because I am far better at scaring myself than most directors, and in part because a lot of directors seem to follow the old Hammer Studios system of "More blood = More Horror"