Another one where there are many answers to the question, but I really love The Doctor's Wife, One of the many reasons is that it was written by the amazing Neil Gaiman, one of my favorite authors. :-). I love the lighting and feel of the episode, it nice and creepy. I also love how the villain "House" , is a villain, that you really can't see. I always thought those were the scariest kinds.
This is also one of the stories that makes me both cry, laugh, and get angry. That's all I have to say about this story.