There's something terrifying about small creatures that can eat 20 times their weight, move very fast, jump high, are extremely strong for their size, and are highly aggressive. Also the fate of the Captain in the fourth movie where a baby Critter jumps in his mouth and bites at the back of his throat.
In the climax of the second film, all the critters became one giant ball of gnawing teeth. They roll on one of the fleeing townsfolk, and all that's left is a twitching skeleton with only bits of muscle.
All the more horrible if you notice that the skull is still intact. The brain is still alive in that skeleton, at least for several more seconds.
Steve's death in the first movie, a great example of Nothing Is Scarier; all the gore plays out in the viewer's imagination, rather than on screen.
Also, when the Crites first start shooting venomous quills, drastically upping the degree to which the family is in danger. Especially since it's happening in the confined space of a basement, and it's not even clear if the venom is lethal at that stage.
In the second film, a few Crites get stuck in a vent, with the heroes in the room on the other side. Mostly safe, because they can't get into the room, right? Then hairy tendrils whip across the room and grab one of them, pulling him toward the tiny toothy hairballs. Not even being blocked off can stop them from getting to you.
