Annie Wilks from Misery is definitely up there for me. She's such an incredibly well-written character, largely because she feels so real. This is the kind person who unfortunately does exist in real life, and could even be your next door neighbor. It's sort of telling that the Stephen King character that scares me the most has absolutely nothing supernatural about them.
The Beast from Over the Garden Wall is also great. He doesn't have a huge amount of depth, but he doesn't need it. He's just scary, due to a combination of fantastic framing and voice acting.
The Party from 1984. I don't think I need to explain why.
Finally, {SPOILER} from Revolutionary Girl Utena. I'm someone who naturally tends to cheer for villains. In many instances, I find them more interesting than the heroes, and almost always more fun. This character is one of the few instances where the villain is so awful that I am legitimately unable to even contextualize them as "cool," sympathize with them in any way, or say anything positive about them other than the fact that they are incredibly well-written. I can't go into almost any depth about what they do or why they work as a character without massive spoilers, but anyone who has watched Utena knows exactly what I am referring to. All I can say is that this is the only character that has made me legitimately yell at my laptop while watching a show, and there were several episodes focused on this character that made me literally curl up into a ball and feel sick to my stomach.
