A.I. Yes, creepy robot kid, but still a kid.
Signs
The Butterfly Effect (in flashbacks)
Nope. Not remotely. Good movie, though.
Is there any movie kid who isn’t weird and creepy? That said, I’ll nominate the younger brother from Better Off Dead.
Oh, and also the ghostly dead kid from Three Men and a Baby. 
Tatum O’Neal as Addy in PAPER MOON was a bit – intense.
The Grudge
Richie Rich
Pay It Forward
Curly Sue
Lilo and Stitch
The Ring (the ghost girl)
Spirited Away
So, basically any movie that Daveigh Chase does a voice for or acts in.
While it wasn’t Damien and he wasn’t the main character, there was a kid in Omen III (the reporter’s son) and he was pretty creepy.
My guess is that this sort of thing owes its origins to Henry James’s novel The Turn of the Screw, which has been filmed some 10 times, most notably as 1961’s The Innocents.
What? I’m the first to mention Episode I: The Phantom Menance?
Party Monster was populated with creepy little Club Kids, does that count?
Pretty much any movie made from a cartoon TV show qualifies in my opinion too (Arnold the Movie, Recess the Movie, etc.)
Twilight Zone epside: “It’s a Good Life”
Ghost Ship. (The ghost girl.)
I read the novel several times as a kid but haven’t seen the movie, but… Harriet the Spy?
The Ice Storm had a couple of them.
Unstrung Heroes: the boy is basically normal at first, but gets a bit geeky and weird over time.
Home alone 3 and 4 ?
Child’s Play 1-5 ?
Anything with Shirley Temple.
OMG I was thinking of this one, but decided not to say anything. I thought it would be too mean for me to malign such a respected icon. But really, look at her behavior compared to children of today. Serious disconnect.
Would you count Welcome to the Dollhouse? She might not be creepy, but she’s absolutely weird.
The Little Girl Who Lives Down The Lane. Starring a creepy 14 year old Jodie Foster.
Bad Santa
About A Boy
The Butcher Boy
Demon Seed
Beyond Thunderdome
Aliens (but I’m sure she was meant to be cute as a li’l button)
The Manitou rather than a child though, it was more like a foetus that had been possessed by some Indian shaman or some such shit. This was such a wonderfully bad movie that even as a 12 year old watching it on TV at 1 in the morning, I could enjoy it for what it was.
I also remember seeing a European doco (English narration so I can’t remember where it was from) about child beauty pageant contestants after Jon Benet Ramsay’s murder. All those kids were creepy.