I'm with all of you wimps, too. I can handle FEAR - just about - although I don't really want to play it because it's so scary. Amnesia is completely different. I really, really want to play it through and I refuse to play it any way other than the devs intended (darkness, headphones etc) but it's just way too scary. I thought Silent Hill was scary back in the day, but hell, I finished the bugger! I doubt I'll ever finish Amnesia.
I find games to be scarier than films because they're so immersive. You feel like it's actually you that the scary stuff is happening to. When watching a film there's absolutely no threat whatsoever, and thus no film has ever so much as made me jump.
I don't enjoy intensity so much any more, either. I don't find Dead Space particularly scary, but knowing that something could jump out at me at pretty much any second, all the time, is just too draining. I think it's related to being scared but not being scared exactly. Whatever it is, I don't like it. I doubt I'll ever finish Dead Space either as a result, which is a shame because it's a great game.