Spiders. Their poison is save or die for a 1st level monster, but they scare me in for simply being spiders. It's one of the reasons we have a safety word or time out table rule in our games. If the players themselves have a real life phobia about something they are facing in the game, then they can opt out (kind of a temporary retirement) for emotional reasons.
Chaos Elementals. Nasty, nasty things. They are essentially mercurial blobs of ever-changing everything that act like an acid on all substances they encounter - even the air around them as they thunder through it. Weapons and spells are useless. Fire and acid don't destroy it, but increase its size as it is destruction incarnate. We've never managed to harm one, but we think freezing it like The Blob might work.
Illusionists. Sure, less of a threat of death than a magic user, but as foes just one of these guys at mid to high level can twist the players minds so bad they don't know when they are facing one and when they aren't anymore. Everything begins to be considered an illusion and part of the plots of the illusionist. Kind of a glass tiger in the end, but we've simply been happy whenever these guys were dead.