The Shadow Temple was at times quite freaky when I first played through it, most notably the talking walls, followed my redeads/gibdos and dead hand frightened me the most. It doesn't scare me very much anymore, but despite how creepy those were, nothing in the Shadow Temple compared to the terrors that lay dormant in the Bottom of the Well.
The Bottom of the Well always freaked me out more than the Shadow Temple, and I usually take the quickest route through it so I can get it over with. It was very creepy trying to 100% the game, as I had to actually go through that mini-dungeon in its entirety.
Anyway, I think part of the reason the Shadow Temple wasn't quite as scary for me as the Bottom of the Well was because you are a child in one dungeon and an adult in the other. The Bottom of the Well just seems more intimidating because you are playing as a 'helpless' child rather than a 'strong' adult. However, when I play through both now they don't scare me very much, and I generally enjoy playing through both.