I voted cyborgs.
Mutants - fast zombies.
Giant insects are cool and all, but the square/cubed law really ruins their effectiveness.
People - okay, name an unsympathetic human enemy that hasn't been done to death already.
Aliens - *shrug* Can be done well, but they kinda lose that sense of tragedy that zombies had.
Robots - Faceless, soulless, and they blow up real good. This is my #2 choice.
Gangsters - Meh.
I'm thinking more along the lines of "lost all humanity to the machine" cyborg. Still alive, still capable of rational thought, empathy, tactical reasoning, probably even speech. But no sense of morality. Or maybe they got brainwashed by their implants. From what I've heard and seen, System Shock did this sort of thing really well (I've never played it, sadly).