Great topic!
There's quite a few in my view:
The Reapers. Creepy and effective.
The Ood. Very multifaceted, great look, can work equally well as angels or villains. Spooky voices, too...
The Hoix - would love to see them return to DW after their too-brief appearance in Love & Monsters. Genuinely unsettling.
The Judoon. Love 'em. The multi-Rhino equivalents of Gene Hunt.

The Weeping Angels - in Blink, anyway.
The Silence - horrid. I approve.
The Whispermen - as above.
The Clockwork Droids - in both Girl in the Fireplace and Deep Breath. They work really well in my view. Creepy, dead-eyed and beautiful.
Thing Under the Blanket in Listen. Oh my God...
Skovox Blitzer. Looks rather cute, like a tin owl perching on a supermarket trolley. Be under no illusions though- it can destroy the universe!

The Boneless. Very disturbing villains. Very.