The horror genre is pretty much the only one I abstain from altogether. I see no entertainment value in the graphic, systematic murder of the main cast...and frankly I think there must be something wrong with people that do.
That's a very, very broad generalization of the horror genre. Your description of horror mostly applies to the "LOLOLOL THE PEOPLE DIED ITS SO SCARY U GUIZ!!!" type of horror that's become popular because of the SAW series. A good horror story creeps you out by building up suspense and dread by giving you just enough of what's going on to frighten you, without really letting you see the full picture until the end. Compare Bram Stoker's Dracula. Few of the main cast members die, yet it's considered one of the best horror classics of history.