Fusion was the most scary Metroid game I've played and I love it for that very reason. Even though Nightmare is freaky, with that expressionless mask falling off revealing the grotesque creature who were behind it, I really thought SA-X was scarier.
As soon as she spotted you you had no other choice but to run. You can't fight her, all you can do is run. And when I played the game for the first time and didn't know where she was going to spawn I felt a bit insecure throughout the entire game, not knowing when or where she was going to appear.
Fusion is a great game. I should play it again.