Lain Iwakura (alien form) from Serial Experiments Lain.
I wish I found a better image...because if you saw her tiny creepy gray thin body in a Freddy-Krugger-like-outfit staring at you from behind your room's door at midnight (just like she did) you'd surely agree with me that there's nothing creepier.
I suppose I would consider Dark Marik the creepiest especially for his purpose in the Japanese version of the anime and that was to kill Yugi and The Anonymous Pharaoh and others reasons obviously.