The walking into a dark cave or creepy house thing doesn't bother me too much in and of itself, it's the way they do it. Going in with a flashlight that's just about dead and then walking backwards until they run into a murderer or something.
Perhaps I'm stuck in the cultural cliche myself, because the opportunity to meet a threat face to face just makes my nipples hard with anticipation, but what bothers me more is when they have a clear opportunity to go on the offensive and pass it up. In one of the Scream movies, for example (can't remember which), ghost face gets knocked out in a car, and the girl is cautiously reaching around him trying to get the keys or something, and it's supposed to be suspenseful because he could wake up at any second. I'm just thinking why does she not eviscerate the ******* while he's sleeping and end it right there? But it seems that making up for situations that wouldn't really be that scary by making the characters either extra stupid or extra brave/cowardly (whichever is least desirable in the situation) seems to be the standard.