I enjoy both startling and creepy kinds of horror. The best example I know of "creepy" horror is System Shock 2. You are constantly running out of resources, you can hear things long before you see them, and there's always another audio log splitting your attention so you're not so focused on leaning around the corner. Only towards the end of the game, when you've amassed a giant pile of stuff by the engineering elevator, does it stop being "Can I take him on?" and start being "Bring it on!"
I haven't played Dead Space, but Resident Evil 4 crosses that line WAY too fast. You may run low on health packs thanks to adaptive difficulty, but you can always pause, steady your nerves, and switch to a bigger gun.