The Monster of Midnight.
Keep your Weeping Angels, your empty children, your clockwork droids, your Cybermen, your Sontarans, your Silurians and your Daleks - the unnamed and unseen monster from the planet Midnight is the scariest thing any writer in "Doctor Who" has ever come up with (if you're going to have a favorite baddie from "Doctor Who," it's got to be scary).
Many people argue that the villain in "Midnight" is actually the little mob of frightened humans the Doctor is trapped in the tour bus with and those people would be right. But what starts all the trouble is that mysterious knocking outside the bus and the fact that we never actually see what the damn thing looks like. I'm glad that they didn't design a creature for it, though. That would take all the scariness and mystery out of it, TBH.
This monster is the one thing that the Doctor never figures out. It's the one thing that he actually wants to just leave alone (that never happens). And when the Doctor is scared of something and actually shows it, it's time to curl up in the corner with the blankie.