Here it is, the top 3 scariest SOB monsters:
3. Chaos Beast. A roiling, ever shifting devouring morass, intent on absorbing you into itself, or reducing you to just so much goo. Almost mindless, or at least so alien that there's nothing you can do. Yeah, I'd say thats scary. This is great if you're running a world similar to Warhammer, where Chaos is a cthonic destructive force intent on reducing the universe to flux.
2. Any undead. Any. From the humble skeleton to the terrible Nightshades, th undead tap right into our fears of death, and more than any other creature, they should not be. Worse, some of them are intent on tearing away everything you are, were and will be (neg levels and the Devourer). Characters should fear these things, and if you look at the Sanity section in UA, undead pack some heavy loss.
1. Mind Flayers. Fighting creatures with a base int of +8, Psychic powers and a tight organisation should be like fighting MJ-12 or the Illuminati, they're always one step ahead of you. And you have no idea what you're up against most of the time. They know what you're doing before you even ponder it, and when you finally come face to face with them, they turn out to be hideous alien horrors intent on cracking open your skull to get at the sweet sweet grey matter inside. And if you somehow get past their slaves and minions, they just fade away (w007 for Plane Shift!).