Demonic Spiders: The Aura Beasts are literally this. Alone they're not too bad, but if one spots you several more will warp in and charge at you to gnaw on your face. Worse still, they're the only enemy which might as well be immune to your powers. You can grab them, but they can't be thrown very far without recovering instantly. In other words, the guns you never use are the only thing that can kill them, though to balance it out they're extremely easy to kill once they come out of their dimension.
Level 3 mooks, because they're immune to the powers you absolutely need to survive, and very good at dodging the things you toss at them. On the plus side, if you can knock them down, they're vulnerable to your powers and easily killed.
Creation of Meat Puppets: Take normal person, lobotomize, add EXPLOSIVE COLLAR, hook up on a meat hook, and send forth to be Mind Raped by creepy fucker Jov Leonov.
Jov Leonov causes further discomfort by casually revealing his sunken eye-sockets.
Edgar Barret using telekinesis to implode two of his soldiers. Brainwashed or not, those guys can scream...
Also consider the Eldritch Abominations that you can see with your psychic vision. You know, the kind that swallows your head and starts chewing?
Porting Disaster: The PC version, notable especially for how much harder it is to aim telekinetically thrown objects, which are vital for defeating four out of six of the game's bosses. Although Midway was good enough to release it as ad-supported Freeware on Fileplanet recently.