The scariest were both times I got away from attempted muggings.

Since you brought up paranormal, I've seen at least four UFOs that I can recall clearly and vividly. The first two were identical and could have been the same craft, on different evenings, and on an Air Force flight path; it was your more classical disc with lights around it. They were large, flew low, fast, straight, and silent over my old house. F16s regularly flew just as low over us. The third was also at that house, that one was an erratically-flying, high altitude "red orb", in the middle of the night. The last one was also erratically-flying, but it was metallic silver. Shape was difficult to make out, but I caught that one on camera at my mom's house a few years ago, cloud-height, mid afternoon. None of those scared me at all.