Unlike most people I don't find Redeads creepy at all. After seeing them dance in Majora's Mask, I've come to love them. xD Now, wall and floormasters... that's another story...
Although I actually find most of the (many) stealth segments throughout the series to really make my heart race. Not really creepy, per se, but they still freak me out. ESPECIALLY the Silent Realm (DEARGODIHATETHATPLACESOMUCHWHYYYY). I'm always, always afraid of getting caught and starting over. That sense of dread always weighs heavily on me, and makes me not want to play whichever game (which is why I'm still not done with SS...). I always shake while I'm doing the stealth segments, and continue to shake after I finished them. AND ALSO, the Shadow Temple and Bottom of the Well in OoT REALLY creeped me out... especially those pools of blood in some areas. *shudder*