Classifying the Unclassifiable

So Ashleigh and I were talking about our books and then she mentioned getting a book on all the genres out there so we would know what they are. This led us to a brief discussion about how to classify our books.
The problem is, there isn't a really good classification out there for them. I was thinking about the authors that I truly enjoy and even they aren't classified correctly. Just because it has vampires does not make it horror, and just because there's a romance, doesn't make it a romance novel. The term 'dark fantasy' was popped out there, but that just sounds sort of kinky and conjurs up 14-year old boys secluded in their parents basement playing a wacked out version of Dungeons and Dragons.

I thought maybe a new title for our stuff would be approprite. Nouveau Horror would be more up to speed, but then after thinking some more, I decided that my stuff isn't even really horror. So, I have come up with:

Supernatural Fiction

I think it accurately describes a bunch of stuff out there that is currently getting shuffled around by my local Chapters into too many categories. I have several favourite authors whose books are under 2 or 3 different genres (fiction, horror and romance - but truly, none of those fit). I also think it accurately classifies my book, without pigeonholing me too much. So, I'm putting it out there to you, the people. Whaddya think?