My personal favourites outside those already mentioned are SCP-5000 (rather difficult to understand without a decent bit of knowledge of the other SCP-X000's), When Day Breaks, and End of Death.

http://www.scpwiki.com/scp-5000 http://www.scpwiki.com/shaggydredlocks-proposal http://www.scpwiki.com/end-of-death-hub

Also for good fun Three Portlands is enjoyable.

http://www.scpwiki.com/three-portlands-hub