So know who's in your audience. No one dies. And of course, evil characters never win. Their minds are sophisticated enough to know they're hearing just a story, yet young enough to be delightfully scared. I feel free to speak of vampires, ghosts, werewolves, monsters, hauntings of any sort, etc.
Death happens on occasion.
Most parents don't dare try to entertain their middle or high school children with scary stories. Yet, on occasion, if a story is well told and sculpted to their world, they can be remarkably receptive. Humor works, too. They get enough of that at the movies. Some souls find scary stories disturbing, even at mature ages.