Rievier: Hmmm... I prefer both, but if I had to choose only one, then I'd definitely go with "worming into your mind" and scare the crap out of you kind of games... a great example is Alien: Isolation, or of course, Penumbra.
If you're into action/movement and crafting/exploration games, I can really recommend Dying Light.
First of all the movement system is simply brilliant, think Mirror's Edge, but with almost total freedom where you can run, jump, climb. Add crafting, shooting and a pretty perfect and very physical melee combat system.
The setting is "zombie apocalypse in a quarantined city" (very loosely based on Camous' The Plague).
Now with time, level-ups and crafting the main character gets more powerful and soon you'll find the zombie hordes not that scary anymore. But when night falls, the game changes totally - no matter how great a hunter you are in daylight, in the dark you ARE prey. The monsters roaming night are really deadly. Unfortunately a few missions can only be completed at night.
Dying Light is one of the very few games that actually manage to scare me and have me panic.
The game has just one big problem: The main story is pretty much crap. It starts off rather good, but after about half of the game it falls apart and could even make you angry (think "gullible hero" to the extreme). And some things just don't make sense at all.
The side "quests" on the other hand are for the most part really good, and their stories range from totally hilarious to painfully sad.