I'd rather not be in Silent Hill, for the sole reason that if I was stuck there, I'd be defenceless. Rapture had guns laying around for people (and splicers) to use, City 17 and Black Mesa have guns as well as small resistance groups (the resistance and the security guards in that order), Ravenholm has those neat traps you can use, lots of sharp things to throw as well as Father Grigori to watch out for you. In a condemned city, you'd be able to nick a car and run over the beasties, and on the Farcry island, you could always 'borrow' a discarded weapon from some unlucky sod.
But, in Silent Hill, all you get is fragile blades, bricks and pipes to fend off shambling grotesque monsters.