Ghasts are the worst. They are huge, shoot fire, have a creepy sound and just hover ominously above and around you. They creep me out so much that if I go out in the open in the nether I have to set it to peaceful. If I am inside my buildings or tunnels I can leave peaceful off, but I refuse to fight ghasts.
None are really scary, but the ones most prone to making me jump out of my chair, are probably creepers. Their damn pathfinding causes them to hide. I hate it when I look through all my windows, out my door, and glass ceiling, then when I decide it's safe to go out, BAM I'm MIA.
Creepers- silent, explosive, and they come out of nowhere.
Spiders- they are ninjas. They jump onto you from 15 feet in the air, knocking you off cliffs.
Skeletons- only scary when you're in the darkness, everything is silent, and then TWANG