How to be a scary GM
Sometimes its about not showing the monster.. one of the best tips I have is to watch a movie and take notes on how the director scared you. Often they will make you feel helpless. They will only show part of the monster or even only show the fallen victims of the beast.
Think of Jaws ... most of of the film was only showing the fin of the shark. how scary was that ... there is a reason why I don't surf.