Personally, I've found that the thing that scares both runners and players the most are the things that are never said; whispered words spoken by mute mouths, the faces of people who never existed, clawing regrets that cling to the back of the throat like so much acrid bile.
I once had a party so terrified of a dark, quiet room that it nearly broke their spirits. People fear the unknown; a cliche, but it still holds up for a reason. Hallucinations, visions and nightmares themselves are powerful and useful tools; be sure to use them wisely.
If you're looking for Shadowrun-specific ideas... Well, here's my 0.02¥.
•Your street samurai has a nightmare about slowly watching their cyber bits disintegrating into rust, feeling their precious bioware rot and bubble inside them, turning into festering cancer, being unable to stop this process as they wither and decay into insignificance.
•Your hacker starts getting messages from themselves in the past in the form of video blog posts. It follows their transformation from relatively well-adjusted kid to malcontented teenager to bitter runner, clinically recording every drunken rant, every cry for attention, every self-inflicted wound as the light slowly dies in their eyes, to be replaced by the bitter chill of cynicism or the simulated edge of cybernetics, as appropriate.
•Outside, the shaman is suddenly and violently cut off from his power. The spirits have deserted them, the earth-mother forsaken them, the sky the color of plascrete as, in the distance, a cloud bank quickly closes in, followed closely by the chittering of locust. The clouds, morphing into creatures unknown to the world, chitter and squeal as they descend upon the shaman, eating through muscle, fat and cloth as easily as paper as the shaman screams and swats ineffectually, praying for any spirit to heed their call. They take their time and bring the shaman to the threshold of madness before they wake up screaming and shivering. The morning trid show notes a new breed of insect found deep within the forests of Amazonia.
