Well, if there are any Pokemon I find frightening/threatening: it would be Hydreigon, Marowak, and Froslass.
For one, Hydreigon is a three-headed rape dragon that destroys anything that moves (Check the dex entry XD). Marowak wears bones and kills those that enter its territory without mercy. Froslass freezes people to death and displays their corpses in their lairs.
But my all time... ZEBSTRIKA.
Because of that mangy zebra-donkey-muppet's SHRILL FREAKING CRY XDDDD
Now, I ask you; what are the most frightening/threatening Pokemon to YOU GUYS?