I'm a wuss.

"Very scary, but also a bit annoying."
Construct: One of the two sympathetic monsters. Interesting sounds and movement. Not particularly scary, except when the searchlight shines in your face.
Swimmer: The other sympathetic monster. Not particularly scary, but says some disturbing things.
Flesher: Very scary, with its whale-like sounds, teleportation, and explicit don't-look-at mechanic. Unexpectedly seeing it on the ocean floor is panic-inducing. The CURIE section is far too long, though (long enough to get sick of it).
Proxy: Scary. Paradoxically, its blindness makes it
more scary; I'm not sure why. The server room is bad (not knowing where it is, and hearing it long before you see it), and the nest is worse (the tensest part of the entire game).
Akers: Very scary and unnatural-looking. A formidable opponent. Again, its blindness somehow makes it more scary.
Robot Girl: Scary, mainly because it took me a while to figure out. Not having an enemy react to you is very unsettling. The one-hit kill in the last encounter is a bit cheap.
Leviathan: Looks super-cool and serves the plot, but isn't that scary. Its first appearance is the best: seeing it loom in the distance, barely visible, is a great moment.
Fangtooth: Not that scary, but made me panic.
Anglerfish: My favorite part of the entire game.
Yoshida: The scariest enemy, even though it fits cleanly into the "zombie" category. The music, the way it walks, the way it stands still, its near-omniscience, and the doors that open painfully slowly are all contributing factors.
I would've liked to see other monsters (e.g. the one from the teaser), but there were already more than I expected.