Depends on the kids I would have thought ...
... my daughter is 5 and loves watching Doctor Who. The recent episode with the Vampires of Venice is the only one she asked to turn off and watch another time. She also watches the Sarah Jane spin off but out of the two its the Doctor and the "scary aliens" as she puts it that she loves to watch the most.
It has to be a fine balance. You start to introduce genuine scares in there then the show gets pushed back behind the watershed potentially losing the younger audience.