Sci-fi and Horror make for fairly easy bedfellows: the former is frequently about the exploration of humanity through the unknown; the latter is frequently about the impact of the unknown on humans.
TNG did the overlap well. Some disturbing scenes I like (some already being mentioned upthread):
- the holodeck scene in Schisms
- the Deanna dream sequences in Night
- the Barclayspider in Genesis
- the Borg, especially in First Contact
- the future Picard in Time Squared and the denouement