My girlfriend at the time probably played F3 more than any of the other games in the series (to her credit, she DID play and enjoy all three, but she was 22 when I got her into the series and PC gaming and old-school RPGs were both entirely alien to her at that point), and, brassy country Texan though she was, she would pause, bite her lip, and hand the controller over to me without fail whenever she heard the throaty rasp of a ghoul. My father wouldn't go into the metro tunnels unless he absolutely had to, either.
I don't know if I'd call them creepy, but I know they were my least favorite enemy to be ambushed by. They probably caused me more jump-scares than any other creature in the game. I'll +1 Dunwich Building in answer to the OP for that reason and because it was really the only part of the game that seemed to put much effort into trying to be creepy. I think the game could have used a lot more of Dunwich's approach to ferals-- that their wretchedness came with (and from) pathos and a past. I'd even say the Lovecraftian bits were actually superfluous to the whole affair; what really got me was those flashbacks, the juxtaposition of what the place and people had been with what they had become. That it managed to be at all effective in Gamebryo was a testament to the greatness of it.
(I will concede that the ruined vaults could evoke eeriness here and there, but the overall dungeony feel and the over-the-top nature of the social experiments the designers cooked up for this one had a dampening effect on that for me. Andale should have qualified but it was all trope and caricature and there were far too many holes in the presentation.)
