I didn't like how depressed Eccleston always was,
Actually that's a big part of why I loved Eccleston as The Doctor. When you look at his background, The Doctor as a character is a former soldier mourning the loss of his entire species as well as the atrocities he was responsible for during the war. To cope he tries to use humor and exciting situations to distract him but when the time comes he can immediately switch back to the serious super soldier that he had to be in order to survive the time war. Quite frankly I don't know of anyone better suited to play that role.
Tennant is pretty good, and Smith had a lot of episodes with really creepy aliens (example: Night Terrors with those dolls)
I don't know, a disembodied voice crying out "are you my mummy" still rings in the night if you're listening because that episode was awesome and frightening. Personally I consider that episode way creepier than anything involving the weeping angels.