I once managed to make ordinary Kobolds frightening, they weren't even Tucker's Kobolds, they were just regular Kobolds that lived in a living maze. It was all stuff I'd made up on the spur of the moment because I had never DMed before and my friend just wanted to use a character that he would never get the chance to use otherwise.

To start out with I made them fit the setting. They were scavenging all that they needed from the remains of adventurers/making due with the maze provided for them. Because of this they were wearing rags and scraps of cloth, the lead Kobolds wearing more and brighter colors, or at least that's what my friend decided. For the most part these Kobolds just watched and waited until I had them randomly attack. Because of the way I described it, my friend decided that it was something he had done that caused them to attack.

During the fight I put emphasis on near misses, so that they stood out much more than actual hits and clean misses. The result of this being that a perfectly ordinary fight with a Kobold, lasting no longer than normal, seemed to have been a much more dangerous fight. Afterwards my friend had a hard time believing that they were straight out of the book Kobolds in terms of stats. He was convinced that they had twice as many hit points and that their armor class was through the roof.

I also introduced a fellow that got named The Bird Man by my friend. I had him all statted out to be a real pushover in combat, but my friend never really got the chance to fight him. The first introduction to The Bird Man was as a tall, compared to the Kobolds with him, silent, hooded figure with a mask made in the form of a stylized bird's skull. For some reason he ended us escaping before the fight was over, causing my friend to become convinced that he was unkillable. After that, any time he saw The Bird Man he would head in the opposite direction.

Based on this I figure that horror is all about description since I had intended this session to be humor (to me the player was running around in a living maze that spawned all of those little, random dungeons that seem to be so common in stereotypical D&D adventures, fighting Kobolds that looked like clowns, and finding things like rooms containing goldfish ponds, silly graffiti, whimsical sculptures and many other nonsensical things).

Never describe a thing as it is straight out of a monster manual, describe it as it appears to the characters. Can they see that it's a short, lizard like humanoid, or is it just some long snouted little creature, hissing and chattering in a shadowy corner, gesturing at them with a clawed hand? How is the creature moving? People don't like it when things move in ways they don't consider normal, if something jumps or skitters the situation is a little different than if it just runs or walks.

Letting the player jump to conclusions and not giving any hint if they are right or wrong can scare them, since as the DM they look to you to give them some hint of what is going on. For every three or so things you describe of importance, give one unimportant thing equal attention to keep the players off balance. Don't use any indication of stats. If the players start doing math and discover that the thing they're dealing with has to be almost dead, it becomes a lot less intense, it's the difference between knowing that one good hit will kill the thing and wondering if their next hit will do any good.

If a player has an idea that has nothing to do with your plan for the situation, but is sufficiently alarming for them that you like it, give them some reason to keep thinking about it. Say 'interesting' when they suggest it, smile, nod, or response in some way so that they think they've stumbled across some part of your larger plan. Even if there is no plan at the moment, let them make one. Watch as they try to justify events based on the plan they think exists, and then watch them start to worry when they realize that they're totally wrong. Give no indication that it's perfectly safe that they're mistaken, let them think that they're playing catch-up, when they're really well ahead of the game, so to speak.