I find Wuthering Heights to be very creepy and atmospheric, but Heathcliff (especially) and Cathy are such vile human beings (yes, I know, they have some reason for that, but still), it is hard for me to sympathize with their romance at all, or care what happens to them at any point in their adult lives. The author takes a very dark view of humanity. Most of the characters are either brutally selfish, or weak and foolish. The younger generation turns out better, but we don't really see so much of them.
So I like Jane Eyre much better (although maybe that's because I read it at a very young age, and it sort of imprinted on my psyche). It has it's spooky moments, and weird psychological turns, Edward Rochester is certainly no prize as heroes go, but I have always found Jane to be admirable, a woman of strength and dignity, who insists on being respected. I know to modern readers she can come across as prim and preachy, but many contemporary critics found her to be a shocking character and the plot equally shocking (and that was so even before they found out the author was a woman). It was quite a daring work in its time. It is ironic that Jane's literary descendants tend toward damsels in distress,which I imagine would have disappointed Charlotte Brontë if she had lived long enough to know of it.
The Tenant of Wildfell Hall was enjoyable, but I've always felt that Anne was not on quite the same level as a writer as her sisters were. I read Agnes Grey a few years ago, and it was purely depressing. I understand that it was an accurate, if fictionalized, depiction of her own life as a governess, and so, perhaps, could not have been anything else.
The other books, I have tried, but could never get into them.