It all depends on how you present it. One time, freshman year of college, I made a girl cry by doing a Center Tear. True story. Now, the magic itself was pretty standard, but I did this whole thing (which I now regret) about getting in touch with one of her dead parents (I forgot whether it was her mom or her dad), and I used a standard Center Tear to prove the contact had really happened.
Like I said, I regret doing this because I think the trick left her very vulnerable emotionally....and, as you say in your question, scared.
I could see the Spirit Slates being presented in a very scary, emotional way. Also, my trick Soul Paper could have a pretty scary presentation. Any trick that involved a Voodoo doll can get pretty creepy (if the person is a believer). And of course, anything with fake blood....
Let's close with this...scaring people with magic is okay, and can be a lot of fun, but let's also uplift people, too. :)