Don. Robert Carlyle is good at creepy anyway, but him as an Infected was nightmarish, and that's not an easy thing to do. The scenes where he's first turned and what he does to Alice are horrifying, and the fact that he seems to retain some very basic reasoning just makes it worse. He's not a mindless, murderous creature like the Infected in the first movie—he's still very murderous, but he's got enough marbles left to actively hunt his children through London.
When residents in the centre are put into a sort of 'quarantine room' at the first sign of the infection. It's a small room, and there are a lot of people. Making it very cramped and claustrophobic. Bad enough by itself... But then a single infected gets inside through the only entrance, and everyone in there realises they have no way to escape.
Andy's nightmare near the beginning, in which his mother peels off her own face while staring straight at the camera.
The attack on the cottage in the beginning. The scenes really make you feel as if you're right there in the middle of infected territory, so when the attack starts the panic feels real.
That shot where Don's running away and a horde of infected come running over the hill is downright terrifying.