Unfortunately for me, the Slender Man myth is one with a very clear origins (someone in the Something Awful forums came up with him as part of a photo manip contest). Knowing the origin of a (obviously untrue) legend takes the spookiness out of it for me. I love the legends where you don't know where the story came from or why. That's hard to do, with legends that originate on the Internet, because the archive of the legend is always there for people to search.
I generally don't believe in creepypastas (maybe except for two or three, but they were realistic) and Slenderman isn't an exception. Check him on Know Your Meme - like all the strange things on the Internet, he came from 4chan :D