The nightmare sequence in Derelict was very well-done, as was any sequence in the Transcendant's nebula. Actually, the first time I had ever been generally freaked out or scared by a FS campaign was in Sync, right after the first jump. The sheer calm of the arrival really made a first impression: something felt wrong, and there was something wrong, and then nebula mission that followed really sealed it. Pretty much any slow and/or nebula mission by Ransom Arceihn is scary enough.
I'll agree with Pandora's Box being good, but the entire Altair series of missions really did it in for me, with the Lucifer arriving and pouring out fighters on the transports, then to the understanding that you and your squad are pretty much alone behind enemy lines.
Of course, nothing can beat just the sheer atmosphere of FS1 in general. The whole game just had an eerie tone to it. Listen to the Monolith track if you don't believe me.