I feel like many of them would be pretty beatable if you had guns or good fighting skills. The issue with most horror protagonists is that they're usually not very good at combat, and hence have to run from threats a decent fighter would crush.
As the old saying goes, "if you put an action hero in a horror movie, it becomes an action movie"
So unless we're talking say, Nemesis from Resident Evil, or Jason Vorhees with the mask, a decently armed, in shape person with a gun or three shouldn't have that much trouble.