I thought Slender was quite scary the first time, but after that was a breeze. It starts to get a bit predictable. I've gone games without seeing him until the moment he killed me... just didn't turn around.
SCP definitely doesn't set an atmosphere nearly as good. But opposite of Slender, it actually gets scarier when you "know" what to expect, except you never know when to expect it...
Yeah they're really cool and you think "wait... did this actually happen?" they're very convincing. Also they have another game along with containment breach where you walk down an endless flight of stairs and strange things start happening and get worse and worse. Short and sort of boring after a few plays but it's a great exercise in tension building and atmosphere
I played the stair one. I think they could have made it much scarier. Then again, it's not really a game.
I think the creature is creepy in it's own way. But anything that uses the "weeping angels" concept is bound to freak me out more than any universal so-called "horror game" (Dead Space, Condemned, etc).