I've always feared zombies more than any other movie monster - to the point that they still give me nightmares. Here's why they are the most fearsome:
1. No fear - crosses will thwart even the most fearsome vampire and fire will
hinder the most determined Frankenstein's monster
2. No specific vulnerabilities - silver, holy water, garlic - all worthless
3. Relentless - vampires have to get in out of the sun, zombies ain't stopping
for nothing.
4. Replication - one bite from a zombie and it's only a matter of time before
you're hungry for brains. Pretty soon it's a crowd.
You've got to do some seriously catastrophic damage to a zombie to even slow them down. You can't reason with them, you can't frighten them. They keep coming until you hack them into little bit and even the little bits will STILL come after you.
Your only defense is maybe a big stick and some good running shoes. They aren't fast or very coordinated, but they will still track you by smell.
I tried going as a Zombie for Halloween last year, but it didn't help. They still freak me out.
If you need me, I'll be the one hiding under my desk. More on this later once I stop shaking.