Frank-N-Furter is sexy and somewhat creepy. Frank-N-Furter with a crazed smile on his face as hacks some poor guy (Eddie) to death is downright terrifying.
A slightly more subtle example involving Frank is that he's more than willing to turn two innocent humans (IE: Asshole and Slut), his own creation (IE: Rocky), and his groupie (IE: Columbia) into mindless sex-slaves and forces them to perform a stage show against their own will.
Even more subtle yet creepier is during Frank's final song "I'm Going Home", we see the sudden appearance of a crowded audience cheering him on and he tearfully absorbs all the attention as if craving the "love" (for lack of a better term) they're giving him. Cue after the song.... and it's implied that the audience is nothing more than a figment of Frank's imagination. It helps to show just how crazy Frank really is and is quite eerie to that effect.
While the Floor Show is fun, when it's Brad's turn to sing his share of "Rose Tint My World," he trips and falls all the way to the bottom of Uncanny Valley with his incredibly robotic movements, especially his disturbing facial expressions when he says/sings "...WHOA! Here it comes again!"
The Criminologist's final speech before the credits roll can be a little unnerving, especially given his intense stare and the foreboding music.