My favourite are kelpies; shape shifters that turn into right sexy dudes in order to lure women to a watery grave. If, however, they're in the mood for man meat, you'd think they'd turn into a sexy woman, right? Nope! They turn into a horse, then whoever tries to ride them again gets treated to a watery grave. I'd like to think that if these things existed in the modern day they'd just show up as a Corvette in the driveway with the door open and key in the ignition.
I always thought shades from Robert Jordan's Wheel of Time series were spectacular. Evil spirit warriors travelling through shadows. Check out the series and just wait for anytime one of them shows up. Its an event in itself if one or more appear on the battlefield. H. R. Giger did a spectacular job with the Xenomorph in Alien as well. Really a terrifying creature in concept and in practice. Also, an old classic, I love the Balrog. Tolkien's version was written spectacularly, and Peter Jackson did a good job of emulating that on the big screen.
Oh, humans too. Sometimes those can be the worse monsters and we like to seperate ourselves from them. It’s uncomfortable to think that some of the worse monsters in history were once innocent little boys and girls. This was a great movie with a great performance by Robert Carlyle.