I think every console has one of these, so I'll go like this:
NES ~ FF1 ~ Any boss because there was a 50% chance you'd die regardless of level
GB - Any pokemon in Red/Blue/Yellow in the Cinnabar island mansion
Snes - Mother Brain Super Metroid; Dear god help me...
B64 - Ganondorf in OoT; typical answer I know but still... he was hard when I was only like 10.
GBA - (Going to laugh) Turtle/Rock Beast in FF Tactic Adv. Scary stuff when hp/mp swap goes on.
DS - Cecil's Dad in FFIV ... I don't know, he creeped me out; can't remember the name. (or Lance in Soul Silver, he was good.)
Now this is where it gets scary for me...
PS1 - Sephiroth in FFVII. Before you say typical, imagine the fire scene and being 10 or so, it's really quite scary. Not to mention he wields a sword no man could...
GCN - Metroids in Metroid Prime when you get the thermal visor.
PS2: Yizamat on FF12. 50 mil HP is intimidating.
Wii: So far it's Zant in TP. He creeps me out.
I don't really do much with ps3 or 360, but I'd say Hellgast(sp, can't spell) from Killzone series for ps3, and 360... who knows.
