The Denner Resin in general, given that it's shown to be highly addictive and ruin the lives of most users. The creepiest scene, though, is when Denna realizes she's eaten it, and worries that she might become an addict.
The Chandrian. Any scene in which they appear or are mentioned is enough to freak the hell out of most people reading the book. Much of the fear surrounding the Chandrian (for in-universe characters and the readers both) is the fact that we know hardly anything about them. No clear motives, no patterns, not even how many of them there are (some say one, others seven). Just "Lightning from a clear blue sky". And trying to find out details makes bad things happen.
Kvothe using the bandit's body as a Sympathy link to kill the others.
Kvothe's cold-blooded murder of the fake Edemah Ruh clan. His reasons? Totally understandable, but damn. May also count as a Crowning Moment of Awesome.
Sort of the opposite of why the Chandrian are scary, the extermination of the bandits would easily be interpreted at anger over their crimes, making it a pretty understandable heroic action. But his thought process is instead fully explained, and it's clear that he's mostly killing them because they're... making the Ruh look bad, more than anything else. Sin of Pride strikes again, and you wonder if next time the reaction won't be as incidentally deserved.
The Cthaeh: Looking into your future, then leading the conversation in such a way, that your life will result in the most disastrous outcome possible. Not just for you, but for everyone around you. Everything happening right now in the story is happening because of what it said to Kvothe, and the more people he interacts with, the greater it's influence and potential for harm becomes.
Bast's reaction to it could count as well. We've known him for the past book and a half as someone who's rather silly and cheerful (except when it comes to defending Kvothe, but still, an easygoing guy). And when the Ctheah is mentioned, he FREAKS OUT. Horrifyingly.
The Plum Bob. Just think about someone going around with absolutely no concept of right and wrong, and how much damage they could do when murder seems on par with stealing a pie.
Kvothe and four other hired mercenaries assault a bandit encampment near Severen. The bandits outnumber Kvothe's squad by about ten times their number, so when everything goes to hell what does Kvothe do? He uses a creative use of sympathy to kill half a dozen men by linking the living bandits to a dead body and stabbing the dead one over and over and over. He then has one of his squad fire an arrow at a large tree in the centre of the camp and links it to a gigantic fire nearby. He, in essence, turns it into on huge lightning rod, which it swiftly becomes and explodes, killing over two dozen of the bandits and all but destroying the camp.
Sympathy magic in general is this once it's clear that the usual superhero limitations on that kind of thing don't apply and it can be as easily applied to people as anything else energy and cost-wise. It's a good thing none of the characters have seen all the voodoo movies and novels that the average audience member has, otherwise the setting would sink into Conan-style dueling sorcerer warlords in about five minutes.
When you think about it, Felurian is a serial rapist/murderer. She forces people to have sex with her against their will by using her innate magic, and continues until they go insane or die. Kvothe's flashback to his attempted rape on the streets of Tarabon is what lets him break her control, which seems to hint that Rothfuss isn't blind to this fact.