Shooter Horror
The Dead Space series IMO is one of the best and most innovative in the shooter horror genre of all time. Definitely a must play. Some bashed the 3rd in the series, but I enjoyed it as well. The 2nd and 3rd both include excellent zero G simulation. Some say the 3rd is not as scary, largely due to some of it taking place on a frozen planet vs dark areas, but if you play the many optional dungeons, it definitely has some gruesome dark areas.
Dead Space DOES have some jump scares, but it's paced well with slower atmospheric intervals here and there, as well as some triggered waves segments, mostly in the dungeons.
The Metro series, esp the new Redux versions, are very good shooter horror games that give the player options vs forced jump scares. You can actually stealth through many areas. Both combat and stealth in the Metro series is very good, and Last Light has excellent DLC.
Slasher Horror
Dead Island and Dying Light are zombie horror games where the player can dictate how much zombie interaction he has depending on the tactics used. There are many ways you can equip yourself weapon wise, and many ways to mod them. These games have very nice elemental effects with weaponry.
Stealth Horror
I really enjoyed Alien Isolation as well. Some are claiming it to be heavily scripted, but in reality there's only a few scripted parts where the alien is queued to come. For the most part the player dictates his fate by his tactics. The graphics and atmosphere of this game are top notch.
Survival Horror
I'm not a big fan of this genre because I prefer being able to fight back, but many like the Amnesia series.