Kerrigan herself; you can already see in the cinematic what she is capable of, but if you think about it, she is a walking living Mook Horror Show. Just try to imagine yourself as a soldier of the Dominion. Then she arrives. She is known as one of the most murderous beings in the Sector. She can blow up tanks with her mind. She can easily tear an army apart entirely on her own, summon banelingsright under your feets, bring en entire army of ancient overpowerful zergs around her or even generate a friggin' Leviathan. Heck, she can even generate her own version of a nuke, and it won't hurt her or her own minions, so she won't hesitate to use it at point blank. If you somehow are lucky enough to hurt her seriously thanks to number or big guns, she will just retreat or bury herself underground, heal ridiculously fast and then get out again. And if she is here, an the Swarm is most likely to be around as well...
Arcturus Mengsk seems to have stepped into full on nightmare fuel mode. He bombs civilians, blows up his own prison ship and the men on it... oh and he is working with Narud tocreate hybrids! At least Wings Of Liberty was ambiguous about the whole thing..
Much of that may be a direct result of Mengsk's Villainous Breakdown wich was triggered by Raynor's discrediting gambit. He just doesn't bother conceiling his villainous nature anymore and lots of people end up killed as a result.
Heart of the Swarm gives us a good look at just how grotesque and sinister the Zerg can be. From weaponized parasites the size of a manís torso, to subterranean tentacles that eat their prey, the Zerg have taken every disquieting feature of body horror, refined it, and honed into something deadly.
Abathur is affable to Kerrigan, and does not act out of malice or sadism, but he is utterly nonchalant about stripping someone of their humanity. This is a being that not only views people as mere objects, but also has the power to enact that perspective.
Kerrigan: What is that sound!?
Abathur: Failed experiments. Reverting to biomass. Slow process.
Kerrigan: At least put them out of their misery first!
Abathur: Wasted effort. Creatures will die soon. Pain irrelevant.
And Abathur himself is one mother of an eyesore.
Kerrigan basically making the Protoss live a Alien remake using Lessara as the host.
Infested Stukov has glowing eyes and is missing a huge chunk of his face. He doesn't even seem to notice.