I'm surprised no-one has mentioned the true bane of the Dragonborn: slaughterfish. I REALLY hate fighting them. First off, I can't stand the horrid gurgling sound they make when you're submerged and they swim towards you from the depths. And the thought of being attacked by something in the water when you're defenseless is quite disturbing, even if it takes them a while to do significant damage (though they can pose a real threat at lower levels on master difficulty). Then when I frantically swim to shore and turn around to face the scaly bastards, they are nowhere to be found. They literally disappear right then and there, even though I can clearly see the red dots on the minimap. They rarely get close enough to shore for me to pummel them with melee weapons, and trying to hit them with a bow and arrows is a futile effort. The only option I'm left with is the flame shout, and nine out of ten times that misses by a mile, and it takes forever to recharge. To sum things up, not only are they creepy but also incredibly frustrating to kill.
Also forgot to add ice wraiths. I didn't have an issue fighting them with my previous 2H warrior because of the reach of his weapon (and his 50% Nord frost immunity), but with my current dual-wielding Khajiit I find that more than half of my swings miss because the icy critters are beyond my reach. It's especially infuriating to put in tons of stamina into a dual power attack, only to have the ice wraith swoop away just beyond your reach, causing you to miss every swing.
As for my favorite enemy to face in combat.. hmm, hard to pick just one. I like fighting NPCs such as bandits, necromancers, thieves, DB assassins etc. I also like fighting sabercats and bears; it's just cool to turn the tables on a large, dangerous predator that is trying to make a meal out of you. And dragon fights can be epic in their own right, too.