The alien at the beginning of the film freaking out when the border patrol officer sees him.
Edgar's giant bug form.
Edgar's skin, decaying throughout the film, is arguably more unsettling than his real form.
And speaking of skin, the idea that he skinned the poor guy alive with his bare hands.
The scene where his victim's wife comments on the looseness of his skin, and he stretches his face back against his skull.
One minor one from the film's novelization; when going to Jeebs' pawnshop, the future Agent J warns Agent K about how his car is likely to get stolen. K brushes it off, and mental dialogue reveals why he's so nonchalant; his security system is alien design. What does it do? It quietly and casually disintegrates anyone who tries to pick the lock! By the time that they step through the shop's doors, about five would-be carlifters are dead, and K just smirks to himself that this neighborhood is going to get safer and safer the longer they take inside.
Kay decides to get his gun back after the bug swallows it...by getting the bug to swallow him.
Most of Edgar's murders are off screen. The unpleasant death of the exterminator is not.