As a little kid, I had exactly one episode of TMS on video: Alice Cooper. Possibly the creepiest episode of the whole series.
I remember wanting to watch the Muppets, so I'd watch it, but I'd be pretty freaked out by the talking stalagtites, the crazy bird thing Miss Piggy turns into, and Alice's devil costume at the end.
EDIT: Oh, yeah, and that ultra-freaky Pigs in Space segment! Cuh-reeeeepy!
EDIT AGAIN: Which makes me wonder, how did they do that Pigs in Space thing anyway? Now that I'm an adult, the technical aspects intrigue me.