Not bad list as such - although it all depends on your view. For me the only really 'scary' monsters were in Silent Hill and System Shock 2 - plus Alma until you get used to her and some of the Stalker creatures. Spiders, 'jump' horror bosses and gore do not for me make scary.
They got Number 1 right though - good 'old Pyramid head remains the best realized scary creature ever in games IMHO.
Try to be reasonable... its easier than you think...