To be entirely honest, zombies would be the most gruesome of the three, while werewolves come in a VERY close second. The only reason zombies win out is, based on the most popular lore, one bite or scratch from a zombie and you're pretty well dead and will become one of their teeming masses. Essentially, zombies snowball, and that's what makes them truly dangerous. They do not sleep. They do not stop.
There is also the human factor to it. Yes, they are, for all intents and purposes, feral beasts... but they are HUMAN feral beasts. Many people would not be able to stand the thought of harming another human, even if they were amongst the undead. Furthermore, imagine seeing your neighbors, your friends, your relatives, amongst the zombie swarm. Psychologically, more people would be unable to do what is necessary against zombies that were once people they cared about.
Now I said werewolves come in a close second. They are truly feral beasts in their wolf form. There is no shred of human restrain, nor cognitive capabilities of a human, left in a werewolf when in wolf form. Depending on the lore you care to follow, they may or may not be cognitively aware that they are werewolves when in human form. Once again depending on lore, the transformation can be voluntary or a result of the moonlight, which could be a result of the full moon or simply moonlight in general. The point being, they are not always a threat. Furthermore, they cannot create hoards of werewolves if they devour their prey whole.
Vampires are nowhere near as dangerous as people would imagine. Yes, they are technically undead. Yes, they will feed on the living. Yes, they can turn the living. But the factor that breaks them is that they can think. While yes, strategically they pose the most threat because they can plan, coordinate and execute, why would they want to cause mass havoc? They feed to survive, toy with people as they will, and basically exist. Plus they are extraordinarily vain. They are out to live life, so to speak, to it's fullest, and are quite self-centered. Chaos is only fun for so long. Soon enough they'll get bored and move along to something else.
/twocents