To elaborate further on my choices and again give props to Frictional's masterful pacing and building up of tension:
The CURIE - What I loved about this is how so many things come into play here. For one you've already had your first taste of The Jiangshi (aka. Disco-Ball-Head) and he's stalking you. Then you come across the ship and it's totally not like you'd expect, sunk at a 90 degree angle. And you've got to progress all the way up to the top while that thing stalks you every step of the way. Then finally you sabotage the engines and have to run like hell.
Theta - Up until this point, you hadn't really visited a complex that had a large presence of human life in it, with most stations having been abandoned or evacuated (Upsilon was left in silent mode aside from Carl and Amy. Lambda was vacant aside from Catherine. And The CURIE and Delta were long empty). Here you finally arrive at the most populated complex (or what had been) and not only is it deserted, but the black boxes are scattered motionless in the lower levels. Hearing the sounds of Akers and his proxies in the background before facing them was just too good for creepiness.
Omicron - This place was actually pretty messed up. First you arrive and its under quarantine which you know means nothing good in store. Then when you enter your first sight is the headless corpses everywhere. Add in the "still alive" melded corpses to the walls and machinery, Johan Ross creeping you out with his visions and his cryptic messages on the computers, and of course that screaming thing, well, I wanted out of there. Even though it is mostly "safe" for most of the time you're there, I never once felt safe at all.
The Abyss - Pretty much most has been said of this place. While it's very nice going down there initially and seeing the beautiful bioluminescent creatures, once you're there and on the path it's just nerve wracking. And then enemies come at you from the darkness and you lose your way in a cave with spider thingies, only to be blindsided (or actually right in your face) by that evil Angler Fish. Again kudos to Frictional for designing this place and setting it up so well, because we were so used to being underwater by then it was "well, how bad could this place really be?" and boy did we learn fast.
Tau - Claustrophobia to the max in this place, because all the corridors and rooms are so small compared to the previous stations, likely due to the reinforced construction lowering space. And then of course you open that door and waving at you is another freak, and this one doesn't get fooled easily, and then that damned second door is going to open just as slowly as the first...
But yeah, for me everything after Lambda (except Delta) was either tense or unnerving. There definitely were few respite areas afterwards. Only the outside of Omicron felt safe, as inside I was on pins and needles dreading when something was going to appear, and Johan wasn't helping