I would probably me most unnerved in some of the ancient temple ruins from all over the world.  In my own beliefs, I think there must be such powerful and ancient energy in places like that, that I'd almost be too cautious/superstitious to investigate.  I'd also probably be too in awe of the location to even think straight or stop taking pictures!  As far as more local scary places, any prison built in the 1800's and having an exceptionally barbaric history would freak me out. Just the massive amount of negative people houses in prisons like animals really changes the human mind and creates the 'perfect storm' for an energy that's extremely destructive and vengeful.   Although, I've always wanted to make Eastern State Penitentiary my uh...'bitch', so to speak!

One of the things I've come to realize, at least for myself, is that outdoor places like forests and wooded locations tend to be more frightening for me than indoor locations. Even places that have abandoned buildings and are nearly overtaken by nature are more frightening than if there were windows still intact.  I feel that there is energy in land, and depending what happened on the land and how it was treated/used, it can be far more powerful and scary than a house or other structure.

One of the places I've learned about and really come to be interested in is the Hoia-Baciu forest of western Romania.

http://juliasromaniaguide.com/hoiabaciuforest/

There was a Destination Truth episode inwhich this location was visited, and both the paranormal and UFO encounters and experiences the team had were exceptionally interesting and unexplainable.  It appears to be much like what we know of here as a "Bermuda Triangle", or an energy-rich environment that harbors reports and encounters of all paranromal types. The pheomena range from ghostly figures and shadow people being seen, to strange lights and unknown creatures.  It comes from an area of the world that has a culturally rich belief in vampire and werewolves as well, lending to the folklore of the region.  Within the forest there is a circular are, naturally the same in soil type as the rest of the forest, but where no vegetation will grow. It is from this location that stems many of the reports.  While it has been only more recently in mainstream media, locals have known about the area for centuries and have avoided it.  Personally, I'd love to visit!

I would have to say for me would be the "Island of the dolls". That place is just plain creepy and super weird!!! I would love to go there, but having those dolls staring at you like they are looking into your soul would rattle me no lie!! Just saying

I'd also give paranormal credit to any place that's an ancient ruin, such as Nan Madol. I'd give anything to go to that place, and a lot like it, and I'll be the energy definitely changes when it gets dark there!