As far as single player survival horror goes, I agree, it's getting really hard to make me even react when something happens on screen. When something jumps out of the shadows at me I react by using pumping as many bullets as needed in to it's head and continuing as if scripted scary events didn't even exist.
However out of all the online games I play goes, I play zombie master more than anything else. Not for the scares but because I like to mow down hordes of nasty critters.