This could be creepy scarey, smart scarey, stupid scarey, funny scarey, etc.
Not limited to humans -- can be animals or monsters also
Bela Lugosi/Lon Chaney - for his timeframe, scarey
Alien/Aliens - real scarey
Freddy/Jason/Michael - stupid scarey IMHO
Anthony Perkins - creepy scarey
John Malcovich - just plain creepy
How about Christopher Walken?! Great in Sleepy Hallow!
I agree John Malcovich and Christopher Walken should be at the top of the list. But don't forget Jack Nicholson and I know he's a rock star but he freaked me out in Labyrinth: David Bowie.