I'm gonna go with Shedinja being the creepiest to me. When I decided to throw in a shedinja in amie, I was not expecting how it would act (although I should've since it's just a shell). No sign of emotion or anything at all is seen from it, which creeps the hell out of me. Still love it though.
Also, Beedrill creeps me out too, only because I just hate bees/wasps. >>''