Kodama-sensei! The guy has some sort of unhingable jaw, and when he opens it wide (usually to yell at Keima for playing games in class) it turns into a portal through which an unending tunnel of Kodama heads can be seen screaming into infinity.
She's more scary in how she's the second really serious villain the series has had right after Fiore, who is extremely mild when compared to Lune.
Fiore herself. You wouldn't suspect that a clumsy looking Meganekko would willingly jeopardize the bond between two sisters by tricking the elder one into thinking the younger one hates her, murder a schoolgirl because there is a goddess within her, and following the latter, almost succeed in killing a goddess, and the reason she joined vintage and did all this? Because she dislikes New Hell's way and thinks a proper devil must be evil. Wow.
Most of chapter 214, with Keima, Elsie, and Dokuro stumbling across the bodies of the soldiers hired by Urara's grandfather, discovering said grandfather MISSING HIS LOWER BODY, suddenly being surrounded by a whole bunch of Vintage goons, complete with their creepy masks, and finally a grievously-wounded Dokuro delivering a No-Holds-Barred Beatdown to the lot of them. Messily.
Kaori, despite acting like a Nice Girl most of the time, or perhaps because of that. Something is just not right with that girl, if her violent and very abrupt Freak Outs are anything to go by.
Satyr's weapon - A disgusting, insect like creature, comprised of shadow and darkness, which also happens to be Elsie's true form