You'll notice that there's no slash (one of these: /) between Sci-Fi and Horror up there in the slug. And I did that on purpose: Right now we're not talking about horror and/or science fiction films; we're talking about "science fiction horror" films. If there's a super-specialized sub-genre that I've been obsessed with since day one, it's the one that occurs when the two coolest genres come together for interstellar mayhem.
The film that started this obsession was, of course Ridley Scott's A L I E N, but I distinctly remember seeing It! The Terror from Beyond Space (1958) on one slow Saturday afternoon years earlier. (Ditto 1957's Invasion of the Saucer Men and 1953's Invaders from Mars! Ah, the good old days of B/W UHF sci-fi / horror double features.) The idea of an alien invading a spaceship and causing carnage is little more than a fresh spin on the "haunted house" concept ... only with the added coolness of the "house" being stuck up in space and therefore all but inescapable.
True-blue straight-faced (non-comedic) Sci-Fi Horror films aren't as common as your more basic "slasher" or "monster" movies, but they've kept popping up over my last 30-some years, and (no matter how rotten they may look) a true "SFH" film is always priority number one in my screening book. I recall a freaky triple feature of Embassy Video's Roger Cormanized trilogy of Forbidden World, Horror Planet, and (my favorite) Galaxy of Terror. Similar: William Malone's Creature (aka Titan Find), which is ... cheesy.
And then there's the certifiably insane Tobe Hooper cult classic, Lifeforce, which you simply have to see to believe. (You'll thank me.) I have distinct memories of going to see stuff like Nightflyers, Screamers, the Invaders from Mars remake, and the not-so-obscure and supremely mega-awesome Aliens ... which is more "sci-fi action" than "sci-fi horror," but I'd say it certainly qualifies for both. Similarly, David Twohy's Pitch Black and Paul Verhoeven's Starship Troopers manage to find a few scares among their other-worldly battles.