Ghosts. AND THEY'RE SCARY.
Seriously, those things scared the crap out of me. I tried to avoid them whenever I could, and when they attacked me, I felt genuine fear.
But in Skyrim, when I fight Draugr, I'm just annoyed. They're ugly, stupid, and most of all, not scary.
I think that they should bring ghosts back in either another DLC or the next Elder Scrolls game. They'll actually make scary, dark crypts... scary.