Yep, my pick would also be E1M5, for the reasons OP mentioned, as well as that dank-ass hallway just before the final room, the useage of the yellow candle holder thingies (I dunno, just creepy decoration IMO), the monster closets that open up BEHIND you (quite devious) and the whole opening visual of having a nukage floor that you CANNOT avoid, you must run across it, showing from the get-go how the stakes have risen. Oh, and the teleporter secret area, which canonically shows the "demonization" of the facilities earlier than the Anomaly. Yep, definitely the creepiest one.