Hmmm, being menaced by a werewolf would be damn freaky in my honest opinion. I also voted for the giant spider, because big spiders make me run (little ones I can handle, I'm talking about spiders so big you can see their eyes from across the room).
Zombies I have to say don't spook me, because they usually shuffle along and unless you're an idiot you could probably get away from them, unless they swarm you or unless they're the scary-ass FAST zombies, like from 28 days later.
Other? Maybe ghosts? Ghosts that look like corpses? Ghosts like the Mother in Ju-On (the Grudge)?