I would recommend beyond lighting, using music. I have found that, personally, using music is a great way to cause a mood without needing to change the lighting much. For instance, I use a set of songs from a "modern classical" group Nox Arcana. It is gothic and creepy sounding, background enough that you tend to not notice it, but up front enough that when you do it only adds to the atmosphere.
As to lighting, there are two real options. One is to go with a darker lighting, with personal low-light lamps (think targeted LEDs) for people to use when they have to read. Another option, that works surprisingly well, is to make the light too bright. Yes, too bright. It makes people a little bit more on edge without making it obvious what you are doing. I remember reading about a horror campaign someone was running, and they went with the too bright scenario (not blinding, just a little brighter than is normally comfortable). They said that the players all loved the scenario, even though it was nothing that special. It was purely a setup of mood, but in the reverse. It also has the side effect of not clueing the players in that it is going to be creepy from the beginning.
If it is going to be creepy, and they know it up front, then "mood lighting" is your best bet. I think I would go with the LED personal lights then, and have a reading light attached to your screen so you can see the notes. That would also add a bit of light to your face, increasing the creepiness factor of the GM. :D