I only read Bug City and Universal Brotherhood recently, and, knowing everything that went down, it STILL creeped me right the hell out! Excellent writing on those two. Of course, the reason it worked so well is that it was something completely different from the rest of Shadowrun, which made it a shock to the system. Sci-fi setting aside, those books are just classic horror. Once in a while, it makes a great impact. If you do it too much, you're like "ANOTHER eldritch horror from beyond the worlds? It must be Tuesday."
Shutdown was awesome, as well, though a completely different kind of book. More of a war story than a horror story. I read it, and I start getting pictures of the French Resistance in WWII, except that they are locked in a building with something that is infinitely more intelligent than they are, and doesn't have a physical body they can get to.