The ones that scared me the most at any point in my life are, hands down, the Wallmasters from Ocarina of Time. Put yourself in my shoes as a 9-year-old boy playing through the Forest Temple for the first time: the adventure is going smoothly, you've acquired keys, you've kicked butt and taken names, and now you come across this bizarrely twisted corridor. Thinking little of it, you tread onward, only for Navi to stop you at the end and tell you, "Watch out for the shadows of monsters that hang from the ceiling." You have no idea what to expect. Are you going to get eaten immediately? Chased out of the room? What? So you run forward and carelessly jump off the edge of the pillar, landing on the floor. As you regain your bearings, a shadow starts growing around your feet, and now you know this fearsome beast Navi spoke of is coming for your head.
Of course, I now know Wallmasters are easily outsmarted with a little jogging, but I didn't know that when I was little, and it petrified me. I almost couldn't beat those sections because it scared the golden sparkling crap out of me so much. I eventually ran around and let one of them fall to see what it looked like, and finally knowing what this monster was took most of the fear away. One of the things people fear most is the unknown, and it held true for me then.
Nowadays, the enemies that scare me the most are, yes, probably the ReDeads from The Wind Waker. They were extremely frightening in Ocarina of Time and Majora's Mask, but they at least moved slowly and gave you time to know they were going to look at you. In The Wind Waker, it's almost instantaneous: one second they're staring into space, the next they're staring at you and shrieking, which paralyzes you. That doesn't mean I'm constantly frightened by them, but they've caught me off guard probably more than any other enemy I've encountered recently.