Rebel Voice would be of the opinion that all aliens, space aliens that is (Trump, you listening?), would be scary, especially if they’re in the process of giving you a rectal exam with some weird vacuum cleaner type device. Can a creature that is not of this planet ever be regarded as not scary? Perhaps. If Mogwai were from off-world, then yes, but look what happens when you spill water on them, or feed them after twelve, (what about time zones there?) so overall they’re terrifying little sh*ts and you would be walking on egg shells around them.
The following is a list of some of the scariest aliens to be encountered onscreen. Theoretically, according to A.D.’s Law, if such aliens can be imagined, then they can and probably do exist somewhere in our universe. That’s a thought to help you sleep at night. Suggestion: Buy a dog. It will hear them first and get eaten giving you time to escape. Additionally, you could shack up with Trump. He will entertain them for a substantial period thus aiding your survival. He may even be one.