Until now all the LDs I've had were very enjoyable, some were more fun than others but this was mainly because of a lack of vividness and not what actually happened in them.
Talking about scary stuff in LDs.. there really isn't that much scary stuff that happens in LDs, unsettling at most. Let me give you an example of the scariest experience I've had within an LD as of now: After I became lucid in my sister's bedroom I ran downstairs and entered the toilet to use it as a teleportation-device. (I forgot where I wanted to go.) When I noticed I couldn't lock the door I got a weird eerie feeling that I was very exposed to danger, I used my own force to keep the door closed. I started hearing demonic voices in the hall just outside the toilet and actually got a bit scared at this point that my wonderfull dream would turn into a living nightmare. I decided to sing my favorite song at the time as loud as I could and after some time the music actually began playing on it's own overpowering the demons I heared. It gave me enough courage to exit the toilet and enjoy the rest of the dream.