Zombies are about the scariest critters i can think of. If fact, they are at the top of my hee-ba-gee-bee list. Their are several aspects about Zombies are unique. If you find one, there will be hundreds of thousands of more -- it is just a mater of time. Whereas, with werewolves and vampires, there is most likely only one in town. Though you should be extra careful and do a complete search to be sure. If you find one zombie, it is best to get out of town as soon as possible and do NOT go looking for any more.
Another fact about zombies that bothers me is their unknown origin. I found a list that probably is mostly complete, but it is by no means 100 percent complete. If you see a zombie, you will have no idea if it was produced by the government, aliens, or demons. In other words, you can solve all the smaller problems (killing the individual zombies), but not the big problem (stopping the zombie producing phenomena) .
Also, the methods by which zombies spread is also an big unknown. A particular brand of zombism can spread through bites, the blood, or even just through the air. The only way to find out how zombies spread their disease is through trial and error. You just have to hope and pray that either you figure it out quickly enough to save you skin or just apart of the lucky few that was in a coma for 28 days.
Zombies really do not have very many weak points. They cannot be repelled by holy water or silver. Their greatest weakness is their stupidity, but in great numbers that really does not matter because you cannot evade them forever. They can be killed, but you have to get personal to get a good shot in. This gives the persistent zombie (which they all are) a chance to infect you.
Zombies also are completely inhuman. Their only desire is to eat. Whereas, ghosts, witches, and wizards might be evil and very dangerous, they can at least be bargained with. They still have a rational, if somewhat disconnected from this world, mind.
The actual form of the zombies are quite revolting. The are slimly or extremely dry, half decomposed, and probably smell. Some of the other creates you might encounter have a much more appealing form. Vampires and werewolves can look quite nice -- if they are groomed properly.
Zombies give me the hee-ba-gee-bees and i am going to watch Dawn of the dead to get over my fear of zombies.