I find, far more frightening than the monsters, whether humanoid or furry, are the PEOPLE with... erm... sometimes no conscience... sometimes it is an alternative consciousness... I will include, for the sake of this, people with psychic power—mind control, telekinesis... the scariest villain I ever ran across was able to look at someone and turn them to a puddle of slime... yeah. Good skill.
Now I prefer my psychopaths of a 'non-natural' form... that is to say, I don't want someone just born with a bad brain, even though this is the more common form. What is better in a BOOK, though, is justified psychopathology... a person who is MADE... who is really rotten because of experiences they had. And I am NOT talking about Jason from Halloween, though Freddie Krueger has some appeal because how he kills is so scary.
Those psychic powers though, are best if they run in the family... it is a nice opportunity to set up dark backstory and 'fate'... to pit the story hero against a villain who is FAMILY—sort of a making right.
Sickos of the best sort?
There is all variety of sicko out there. There are serial killers. There are people who just like to hurt... people and even animals (you KNOW the people who hurt animals are even worse, yes? Don't they pull the heart strings bigger?)
But HERE, again, I prefer villains where it's personal. I want to understand their motivation, even as they scare me. If they are horrible for no reason, I frankly can't stomach it.
I also love to hate villains who aren't particularly 'sick' but rather are power drunk or self righteous in thinking they are 'doing the right thing' when in fact they are either following unfair laws or are using unjust means. They can be the worst of all—think about Dolores Umbridge and her 'Order at any cost' regime.
I think the idea that there are really frightening people walking around among us, unidentified... terrifying... though I also like the idea that SOME people can see them... I plan to watch Grimm, even though I didn't see it while it was on... that is the idea... it brings to life the idea of the monsters among us that only a few can identify...
I wish all of you a very happy Halloween!!!