When Tuck envisions the Planet of the Bikers, there's a sudden art shift in the character design, giving it a more-than-creepy look. The fact that the evil bikers' designs are based on the work of Rob Zombie doesn't help much, either.
Although Tammy doesn't look horrifying initially, her monstrous mouth and tongue (a Shout Out to Alien) can catch people off guard in "Ball in Chain". Also, there is the concept of being a slave in marriage; trying to get out of it involves the groom being eaten by the bride. It is said to be the tradition on the Space Bikers' planet.
Gigawatt is certainly creepy... mostly because he's one of the few villains that could effortlessly curbstomp Jenny time and time again.
Vexus's obsession with Jenny and her various disguises and Evil Plans.
The way the Exo-Skin slithers up to Jenny like a snake in the middle of the night and its appearance in the moonlight still gives many fans the shivers.
Or when the Exo-Skin finds a new host? First, we see Jenny trying out the new skin. It hatches itself on Jenny's body, and slowly crawls over her face, almost suffocating her. She tries to tell Nora Wakeman that there's something wrong, but she ignores her. And at the end, we have the cranky, old boss at the snack bar. After everyone has left, we see him begging them to come back and proclaiming that he has seen the error in his ways. But right after he says that to them, the same threads that had hatched on Jenny now hatch on him, and we hear her MUNCHING on him off-screen while laughing menacingly.