I am very disappointed the Cyberdemon from Doom wasn't an option.

Seriously though, maybe you should surprise us and come up with a brand new creature.
I could suggest a Gibbering Mouther, but they're probably a lot harder to create for Fallout 3.
As for Deathclaws, eh, I played a mod where very evil players got a demonic fire-engulfed Deathclaw to show up in place of the Mysterious Stranger.
All in all, it's up to you. Personally I would aim for a surprise.