My favorite was what was arguably the first of the genre, "Scariest Place on Earth." That show put real people, usually families, into allegedly haunted facilities/areas and realtime videoed their actions and reactions. The show was unscripted, except for the opening bit where they were told the history of the property. It had a "Blair Witch" feel to it. Linda Blair was the host.
I really enjoy watching "Mountain Monsters," which is actually a parody of these shows. Whoever designs/builds the "traps" to capture the monster du jour missed his calling in life, should have worked for ACME. The "Wild Bill" character is seemingly based on "Boomhauer" from "King of the Hill," he's a real hoot.
Most disappointing are the UFO shows, sadly none of them are worth watching. Worst of the lot is "Hanger 1."