Alien because-
A) we knew so little. How strong is it? Is this its final stage? How smart is it? Etc Etc.
B) The scene where Ripley is alone with it in the shuttle made me realize how isolated she was in space.
C) 1] the derelect, when the camera seemed hand held and panned the walls. Made it seem so real.
2] the egg-nest seemed so infinite, it gave me chills.
D) the music
E)They were alone, millions of lightyears from nowhere. It had a sort-of 2001 Space Oddessy feeling.
Nothing has beaten it. Aliens, though great, lacked points A,B,D, and E. And it made the aliens so much less mysterious.
For future films, don't reveal the jockey. Raise questions, but never answer. That is point F: complete unsolved mystery.