The Psycho Sheep from Catherine. Not only do they move fast and function as the only enemy in the game that can directly kill you, but can jump up a height of two whole blocks to boot. It's near impossible to keep them away. They only show up in 9-2, 9-3, and 9-4, but are foreshadowed much sooner.
A Rat Swarm from Puzzle Quest 2 is a deceptively deadly enemy. It has pretty high HP for an enemy at that level, very high defense, giving it a good chance to halve any damage you do to it, low-cost attacks to whittle away at your HP when you're not paying attention, and of course, the series' trademark "luck" to go with it. It also has a very inexpensive ability that causes its already high defense to skyrocket for three turns, making it borderline invincible for all intents and purposes. The kicker? It's the first enemy you fight after the tutorial and you cannot skip it.