I’ve never hidden behind the sofa while watching Who. Though that’s probably because I’ve never watched it at a young age and because our sofa has always been placed against the wall, so you can’t physically hide behind it.
Doctor Who is frequently creepy, eerie and tense. Blink, Midnight, Silence in the Library/Forest of the Dead and Wild Blue Yonder are examples of this. I’m not a huge fan of horror so this is perfect for me. Big Finish is also frequently eerie, such as in Static.
I’ve heard good stuff about Static and how scary it is, but @shauny has forced me to listen to everything in order now so I can’t jump ahead to it…
Maybe you could make an exception for Static and not tell @shauny - he doesn’t need to know, does he? 
I watched midnight for the first time a few days ago and i find it the scariest episode yet. Like i didn’t dare to look scary.
And thinking back to it it seems silly, because there isn’t anything particularly scary happening. It’s just repeating words. There is not actually anything. In actuality it is the humans that are doing the scary things. But the way everything is shot, acted, written, all that stuff… It makes me think while watching that something absolutely horrifying is gonna happen. Because you never understand what is going on. And that repeating creature doesn’t even do anything except talking. It’s all just my own paranoia that thinks it’s going to jump up any second now and kill everyone. It’s that same fear of the unknown that makes the people in the episode want to kill those who they were casually chatting with a few minutes before. And then you realize oh shit i fell for the same thing damn this Russel guy is a good writer.
This guy is genuinely so weird too though. The uncanny physicality, the fact that we’re not quite in High Def territory yet but the cameras are good enough to show you just enough of how naff it looks that it makes it doubly uncanny. It gives off Primord energy, it has an inherent wrongness.
The Empty Child really terrified me, I remember having trouble sleeping. Same for the end of Blink, the montage of all the statues. Waters of Mars is not necessarily out-right scary, but I think deserves to be in this category. The jump-scare at the end of Sleep No More was a rough one because I was very stoned watching that episode.
In the EU, I think a lot of the time when writers pitch for horror they often end up with just unpleasantness, but Master of Callous is a masterpiece of psychological horror and building tension.
Did you see the size of his head?! He knows everything!
I got banned from watching the show as a kid because the clockwork droids gave me nightmares lol
It was the wigs wasn’t it? Or the French.
Hot take but I think Class is better than Torchwood
watching for the first time as a thirteen-year-old with my two younger siblings, all three of us were most scared by Empty Child/Doctor Dances. we kept being wary of and skipping other episodes where the premise looked similarly scary, but when we actually went back and watched them they weren’t scary at all. we were just on edge because the episode that got us the most happened so early in the show!
The first full NuWho story I ever saw was The Impossible Planet/The Satan Pit, and especially as I was a very Christian child at the time, I found it terrifying. That’s still the scariest the franchise has ever gotten for me, although I’ve absolutely felt engrossing tension at horrifying things happening in other stories, most recently in Time of Your Life and Eternity Weeps.
On audio I thought the Ravenous were pretty freaky in a very fun way, especially in Seizure and Deeptime Frontier.
I will co-sign this - I wasn’t a deeply Christian child, only insofar as every child born in the early 90s in England was just a little Christian (hymns every morning in school will do that to you) but I remember an incredible sense of moment and importance on this one. Even the name - The Satan Pit, like wow - this doesn’t feel like it’s your usual Doctor Who. The fact that they leave it semi-ambiguous also; it leaves us with a lingering sense of dread. That whole episode has a profound wrongness about it that leaves me chilly, I agree.
Gonna also say Silence in the Library/Forest of the Dead, but not for the Vashta Nerada, but for the existential horror of seemingly having this happy life and children and learning that they aren’t real.
I’m still saying WandaVision and Doctor Strange in the Multiverse of Madness took a lot of inspiration from this story
I do think the vashta nerada are the creepiest thing, mostly because you are absolutely powerless against them. Like the doctor says, daleks, sontarans, even the angels you at least have a chance, some sort of weakness but not with them