I think a skeleton would be extremely cool. A skeleton is a known enemy. I mean, an animated skeleton, up and about, is rather novel, but I can sense its weaknesses. I can see what it's got in its hands.

A guy is scary because if he got in then probably there's a vulnerability in my house. There could be more guys. And guys are unpredictable. But (gokushuufudou voice) How many guys can one guy take at once? I can kick a weak guys ass and probably use my charisma and charm to wiggle my way out of any other guys in my way. So really the threat is neutralized.

A shadow guy is completely unknown to me. The shadow guy is likely benign, but what powers could it have? why is it here? I think that would be the scariest.

when I was younger I had a period when I was seeing shadow figures, so I started to give them names and treat them like characters so I could feel more in control of them. i was always very afraid of supernatural and paranormal things, but they tend to be nonthreatening, just ominous. pros and cons.