Gotta agree with pretty much 2/3 of people by saying the Weeping Angels are the scariest, but only in Blink. They got so complicated in season 5 that they stopped being scary.
Oh, and the Vashta Nerada.
The Weeping Angels freak me out. The first time I saw them, I was terrified. And honestly, I thought they were even creepier in the Matt Smith episode, like how the one comes out of the TV. Almost everyone I've shown it to has had nightmares about them.
The Lonely Assassins. Definitely the weeping angels of Blink. I sound like all the other replies, but those things were freaky. I can never look at a statue the same way.
Daleks were scary the first time I saw them though...
I agree on all accounts and would add one additional contender, the vashta nerada.
The Empty Child is probably creepier (I don't scare easy, until whatever is doing the scaring is a child, then I'm done for), but I think a lot of that comes from the sadness of it. It just wants its mummy.
The Angels are scary because of the very concept behind them. These things that can only kill you when you aren't looking and they do so by sending you back in time and feeding off all the potential you could have had in the present time. I also agree that seeing them move killed some of the scare factor, as did them just breaking peoples necks. It was a much cooler idea when they sent you back in time. But taking over Bob's voice was pretty creepy too.
The Vashta Nerada are scary because they feed on one of the most primal of our fears: the dark. And when they take over the space suits and have the audio ghost looping: creeeeeeepy. It also made me scared of libraries, which is an impressive feat.
While the Weeping Angels and Vashta Nerada make up 5 of my favorite Doctor Who episodes, I have to give it to The Empty Child, an evil kid with a gas-mask face. Way scary.
I found the "house" pretty freaky. Something you couldn't see only hear. He was like a cat who played with his food until there was nothing left.
"And Do My Will" "fear me"