I'm a big fan of horror films and whilst the supernatural kind are alright I prefer pyschological horror.
And some of the low budget films/ not mainstream are astonishingly good...I think the original Blair Witch Project was a masterclass in producing fear without seeing anything.
One of my favourites is a film called Megan is Missing. It's a brutal subject but it is about two girls aged 14 and 15 and the dangers of internet chatrooms and is based on a true story. The last 20 minutes are pretty hard to watch but again the film masterfully captures the fear.
The film was endorsed by the parent of the child that the film was loosely based on.
As for The Abyss surely that is mainstream? It has a cult following and is deemed a classic?