You consider the paranormal to be under the reality catagory? Then in that case I'm all for the reality side of things 90% of the time.
Things like Catacombs and War of the Living Dead are the most interesting to me when it comes to scenery and immersiveness, however when it comes down to what actually scares me and makes me jump in the night when walking down a dark hallway, it's all the paranormal that freaks me out. We all know monsters, aliens, vampires and werewolves aren't real. But what about ghosts, demons, and other things spiritual or paranormal? Because if you can't see it, how do you know it doesn't exist?