One of the creepiest science fiction stories I have ever read is "The Sandkings" by George R. R. Martin. But it is more than just creepy. It is an intriguing story that grows in intensity throughout. This is the story of Kress a man who collects and displays exotic pets to impress his friends until he finds some that are just a little to exotic for him.
The story begins with Kress going on a vacation. When he returns most of his pets have died of starvation. He doesn't care because to him they aren't truly pets they are entertainment, but he does want something new, something more exotic.

He visits the pet stores he has in the past but none of them have anything that truly impresses him since he is only interested in novelty. Then on his way back he discovers a new store that sells strange lifeforms. And is shown the Sandkings.
Sandkings are small insect like creatures, though they aren’t insects. They build castles in the sand and war with each other. They are partially physic forming a hive mind and if you project your face into their aquarium they will even worship you building your face into their castles.

Kress is primarily interested in the wars, but they don't come fast enough so he begins to starve the creatures so they will war over the small scraps of food he gives them on the nights when he invites people over to watch the wars. The man who sells him the creatures warns him that this is a bad idea and that they will fight better if given plenty of food but Kress doesn’t care.

Eventually they grow bored of the Sandkings wars with each other and begin to put other animals into their aquarium to see which will win. Each time some of the Sandkings are killed but they come out victorious.

There is little doubt that by the end Kress will be destroyed by his own creatures but knowing that doesn’t lessen the impact of the story . Each of the characters in this story is well developed by George R. R. Martin and even the four races of Sandking that war with each other have their own personality, from the whites that eventually go insane due to the stabbing of their Maw(queen) to the orange who are never as strong as the others. Then there is Kress, a great villain who never sees what he is doing as wrong. They are after all his pets and if he wants them to fight for him he has ever right.
I'm not sure if the moral of this story is that you should treat your pets well, the importance of kindness or if this is simply an examination of a strange alien creature but no matter the moral of the story this is a short story that is memorable enough that I remember it long after I forgot which anthology I first read it in. As such this story is well worth reading especially if you're a fan of George R. R. Martin's other work and want to try venturing into his other work. And don't worry, I left out the best surprises. 

If you enjoy Science Fiction short stories try my science fiction anthology or if you're a fan of Game of Thrones you could read my short story "A Game of Secrets."  I'm not Martin, but there is some near genocide in it. Sadly it doesn't happen at a wedding.