Well I was picking on your example, I admit. But I don’t admit it was a mistake. 
But yes, I follow your point and the topic of this thread. We’re really talking about finding onesself in the predicaments of these characters, which predicaments would be the worst, and what we might do then — aside from screaming and running around in visceral, animal panic.
Still, I can’t let it go quite yet…
As we know from watching, the crew of the Nostromo in Alien never even discuss de-pressurizing the ship (right?), either because the writers didn’t think of it, or didn’t want the plot to take that path, or maybe because they thought it was an implausible idea. Not that a beast with super-acidic blood and body growth violating conservation of mass seems to have given them pause.
Ignoring the biological objections though, I can imagine that a spaceship like that wouldn’t be designed to evacuate its air, even into storage tanks that could later re-fill the ship. What would be the point of building in that feature, if you’re not expecting homicidal alien stowaways? It’s also not apparent whether the alien even needs air anyway, a possibility the crew might have considered. Maybe he would just sit there in the ventilation ducts, spooning into his Haagen Dazs, waiting for his moment. Maybe he would just start attacking the crew anyway, in their spacesuits, vacuum be damned.
Of course we can’t know what the Nostromo crew might or might not have thought privately, or discussed off-camera, since they’re just fictional characters in a fictional world. I’m only saying that Alien had, I thought, pretty realistic human reactions and attempted solutions to the circumstances the characters found themselves in, even if those circumstances weren’t wholly realistic.
(And I see lno beat me to what I was going to say about Aliens, so I’ll let that one rest.)
For my own response to the OP, I’ll offer the movie Seconds (1966). It’s an obscure film, probably hard to find, and has a very slow first half, but has (I think) a pretty fearsome conclusion. It’s basically about throwing your life away, or letting it be taken from you, and only realizing at the last minute, when it’s too late, that you really want to live after all. The last few minutes of this movie are some of the most chilling I’ve experienced. And there isn’t a drop of blood shed; the horror is all in the mind.
I’ll also second Revtim’s mention of The Jaunt. My only quibble with that story is, if you go through the experience it describes, how could you come out speaking any sentences or phrases at all? I would think you’d be catatonic. In fact I wouldn’t think there could be “you” at all anymore, after that.
