I love the Nancy Drew games! A friend of my dad's sent us two of them (Secret of the Scarlet Hand & Ghost Dogs of Moon Lake). I played Scarlet Hand, but not Ghost Dogs, and that is what got my siblings and me hooked 

 Scarlet Hand doesn't have anything bad in it, that I can remember. Basically, you just do a lot of researching into Mayan culture and stuff (like, the Mayans thought that crossed eyes were fashionable, so they would dangle things right in front of their babies eyes so that they would get crossed. Weird, huh?). Also, the suspects are almost always awesome! They've got these hilarious personalities. My favorite on Scarlet Hand wasn't actually a suspect, she was someone you talk to on the phone named Poppy Dada. Wow, she was a weird one 

 Even now, like two years after playing it, we'll say, "Poppy Dada!" if we think someone is being strange. Ha ha.
There are only two we've never finished: One was Kapu Cave, I think. The one in Hawaii. I think our disc was defective, because we could never, ever get past one part in it. The second was the one with the seance in it. Not only was that game just about impossible, but the witch being in it was uncomfortable, to say the least. 
Probably my very favorite would be Treasure in the Royal Tower. That one was awesome. It's got neat bits of history in it (about Marie Antoinette), and a crazy professor named Hotchkiss who is hilarious. It's kind of creepy (most of the time, you have to be up at night, and it's snowing outside) and there are banging noises in the walls) but I don't remember ever being really creeped out like I was with the one set in England with supposed werewolves.
Which brings me to that one: Curse of Blackmoor Manor. My brother and I were completely freaked out several times. It was like watching a scary movie! But it wasn't really that bad in the end.
We've played a whole lot of them together. There have been a few that really, quite frankly, bored me, such as White Wolf of Icicle Creek, and others that were really good, like Warnings at Waverly Academy. I have to say, though, that of course there are liberal undertones in them (i.e. political correctness), but it can usually just be ignored or skipped over.