Another vote for the "Alien". When I was younger, what I found the most terrifying about it, was, that it looked like nothing I had ever seen nor imagined. It didn't look like a "traditional monster", because I would always imagine those with eyes. This one didn't have eyes. That made it look downright souless. It was made out of "bones and tubes and slime". It had a mounth inside its mouth. It also wasn't the type of "abomination" like "the thing" or something similar, because it features a symetrical design, which made it look more real, like something that really could have had a biological origin, yet was so different that it didn't compare to anything biological on "our" earth. It really shattered the picture of the "little green man" aliens that fly in saucers from the 60 and 70 and actually don't look that terrifying.
Today, I appreciate it's aesthetic, but back when I saw it for the first time at a young age, it looked really like the most nightmarish thing I couldn't have ever imagined. The perfect incarnation of all the fear I had of the dark.
But what made it even worse was the additional thought of such a thing killing you from the inside. Being "inside" you. Bursting out of you. It wasn't an external horror, like most other monsters tried to invoke, something you could hide from like a werewolf or a zombie. No, this time you couldn't hide, as it could have been something "inside" you, or find a way inside you, something that is always with you where ever you go. Paranoia inducing.
That's why I think it's still the scariest "movie monster" ever imagined. It must have been such a thrilling & terrifying experience for the people who saw the movie in 1979 for the fist time.
