I'd honestly say Goliaths. But not on their own... if you get the drop on them, you're fine. But if one shows up out of nowhere, or you're playing with folks in co-op and you're in a big crazy gunfight... it just feels like somebody always pops its helmet off by accident.
Then before you know it, it's punched out several of its comrades and you're getting chased around by a Fatal Godliath or Hulking Mass of Destruction.
Smoking Ghost / Feral Manx Proud Outcast of Capcom Unity
Constructors? They don't even move and they have big ass critical spots, not to mention they usually take a few seconds to setup giving you a little time to take cover. Pyro Thrashers on the others just come out of no where kill you with one hit and laugh in you face. Varkids can be a pain too especially when more then one spawns