I'll tell you one thing... those Spaniards certainly know how to scare the bejesus out of a person (note: I'm not quite sure what a bejesus is, but I know for sure that I no longer have one). Last night I saw Julia's Eyes, a new movie by a Spanish director and starring Belen Rueda, the same woman who was victimized in The Orphanage - another fantastic film. Truth be told, I didn't really see much of the movie because I covered my own eyes throughout.
What made the movie so terrifying is that it is all about anticipation (how is she going to get out of this?) and creepy atmosphere (the Spaniards also have a thing for dank cellars). There is very little gore, and what there is isn't gratuitious and is genuinely terrifying. During the tensest times, the director only shows Julia's face and no one else's - you see their bodies, and you see what they are doing - but the camera never quite pans up to show their faces. It's subtle, but it's clever.
The mystery remains as to why I actually subject myself to horror films when I can't actually sit through them and stay scared for days after. I will say, however, that well-executed creepy thrillers remain some of my favorites, like The Orphanage, The Others (despite Nicole Kidman) and the best of all time, Stanley Kubrick's The Shining.