The creature designs for Predator & Alien are astounding - despite the guy-in-costume factor. After all these years, neither appear dated, both are still very real looking, like nature totally could come up with those bad boys.
Medusa. Something about her. I really like Medusa.
The Minataur is another mythical beast I've always thought was downright spooky - some demented bull-man hunting you down in an endless maze littered with the bones of its victims.
Since I'm on the mythical tip, might as well mention the Kraken, too. No matter his incarnation or how people choose to depict him, he's always awe inspiring in his unchecked ferocity.
And those creatures in Dune that can fold space (were they called Navigators?). Those guys were like a really intense psychedelic trip. Mind bendingly powerful, with agendas we couldn't even comprehend.