So I write horror stories and people generally die in them in rather horrific ways. It's not enough to be scary most of the time.
"Boo!" the ghost said.
Not much of a consequence is it? You keep jumping out at your victim and they will become immune, you have to up the caffeine--keep them on edge. You have to threaten someone's life, or the lives of their loved ones.
But is death the worst case scenario? What about torture? Sure it's gruesome, but is it scary? Maybe if it's happening to you, not sure about watching. The viewer gets jaded after watching or reading dozens of rehashes.
So many options and combinations. Can you deal with reading about a dentist breaking off his patients teeth and giggling? Or shoving bamboo shoots under someone's fingernails ... a hypodermic needle in the eye? Being eaten alive by children?
Part of the problem (and I've said this a kagillion times) is that this spectacular kill takes precedence over story. Make the reader believe in the characters and care about them, or even hate them. There's got to be an emotional investment or there's no payoff.
If you feel sorry for a character, or feel like, "I like that dude, I'd have a beer with him", then there's a consequence to losing that guy. If you hate that money-grubbing chick, or the evil, snotty high-school cheerleader, then there's a 'justice' factor to seeing her splattered by a falling sculpture of Spongebob.
It's been the downfall of the slasher film... and the downfall of many a novel or short story. Give me a character I can sink my teeth into before I have to watch somebody else do it.