You can't compare a game like Sonic to Doom 3. The genres are too different.
The best way to play Doom 3 IS with the lights off, and with good headphones. Also, rather than treating it like a non-stop kill-fest, pretend that you actually are the marine and give a damn about your health level; that means playing it somewhat realistically.
BTW, the marine holds the pistol with both hands (one on the handle, and the other supporting the wrist).