Without the Nosferatu uber vamps and Caleb's last minute entrance, and even with them, the First wasn't exactly making us quake in our 'stylish yet affordable boots'. Oooh, I'm so evil 'evil' is afraid of me. I'm made of evil. Seriously, the fear demon in "Fear Itself" was more frightening. Who's the little first evil? Yes, you are.
LOL
Personally I think Angelus is the best big bad because of his emotional connection to Buffy and us, the audience. Plus killing Jenny was so cruel, especially the way he set it up. He was the best and worst big bad if you get what i mean.
Killed by death and the dark age were creepy episodes.
Although the gentlemen were bad because you couldn't scream its like your in your own nightmare. Has anyone ever had a nightmare about being killed and not being able to scream?
I actually think the first evil was lame. I mean it was supposed to be the source of all evil, represent all evil, there were far better big bads. Caleb wasn't really scary and the uber vamp was killed too quickly.