Poison headcrabs always scare the living shit out of me (and lead to massive overkill and ammo wastage) - especially when they jump at you from behind ("...administering morphine...warning, user death imminent..."), and fast zombies can make me go "AAAAAAAAH GODDAMMIT" too sometimes, if they appear out of nowhere (or sometimes if you can hear them coming, e.g. drainpipes in Ravenholm) and run at you, screaming like maniacs, without their skin.
Manhacks also creep me the fuck out from time to time, the idea of some little spinny bladey thing whirring towards you to slice your soft flesh into ribbons..... eeurgh.