Yeah those two are really creepy. Shino (the bug guy) is more creepy in a cool way, but anyone who controls swarms of bugs to kill people is a bit disturbing. The puppet guy is disturbingly sinister with his creepy tricks and attacks (he has much nastier tricks up his sleeves too). Just wait till you meet the guy who designed his puppets. Talk about scary.
I still think Orochimaru is my least favorite character. He is so well done and so evil. He's not like one of those Disney villains who just wages war on all humanity for no real reason. He's sly, cool, and cunning, and always has a sinister ulterior motive. His very fighting style is riddled with dark and twisted techniques, and he has many physical features that are disgustingly snakelike. He also is constantly making human sacrifices and experiments for the purpose of raising his own power. He really is one of the best villains I have seen in any story and he gives you chills just looking at him.
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