I would honestly not want to be in both places but if I had to choose I'll rather take my chances with the zombies than getting terrified to the point of insanity and potentially be tortured for all eternity by some coneheads.
Think about it: Raccoon City is a place with zombies and crap and, in games, you're usually a highly trained soldier or something. It's certainly no vacation, but escaping as a civilian might actually be reasonable enough.
Silent Hill is pure psychological hell. Messing with your head. Hard pass.