From my (however insignificant) experience, by danger level, from highest to lowest
=Late game dangers=
1. Mancubi
Danger:Very high-damaging attacks, that go in 3 volleys by 3, damaging you and destroying your cover, opening you to further attack by itself and it's friends, exploding barrels around you and hurling you into lava.
Strategy:First and foremost, FIRE RESISTANCE. Good fire resistant armor can block most of their direct damage and damage from exploding barrels. Fireproof red armor can be made very early. Fireshield and cerberus armor are good options later. Using onyx armor as a base for assembly, or onyx mod on completed assembly is recommended.
Ideally, Do NOT let mancubi fire at all. They are slow, so it is usually possible to take cover or get away out of fire range.
Avoid fighting with them if you have not full health. If you are cornered by one, it is often better to hug it and let it attack you in melee (which is not weak either).
If it starts firing, or you see you can't avoid it firing at you, SERIOUSLY consider IMMEDIATELY using phasing device, big medpack and/or strongest armor you have in inventory.
2. Former commando.
Danger:Very high burst damage, that ignores half of armor. Especially dangerous on AoMC. Thankfully, not very common, and relatively easy to kill.
Strategy: Somewhat low hp, so if you have decent attack, just kill him on sight. Taking cover is recommended early in game, but only if it is very close by. Cerberus armor provides good plasma resistance. Also, switches to (very weak) melee at point blank, making him harmless. In this case DON'T USE SHOTGUNS, unles you sure hat you will oneshot him. Because otherwise you will kick him out of melee range.
3. Arachnotrons
Commandos-light. Even weaker at melee, take double melee damage. No shotguns at melee range!
4. Archviles. Not too damaging themselves, but they can revive others, draining your ammunition and provoking you to attack recklessly. "Kill healer first", but not before commandos, mancubi and arachnos that can shoot at you. Use rocket launchers to clear up corpses and damage Viles together with their entourage. Try to lure some of his cronies away from him for private intercourse.
Also, fun fact, if you are fast enough, you can run away from it's attacks (move at least two cells away after his "raises hands" message).
=Early game dangers=
5. Barons and knights of hell
Only really dangerous early in game, when you can't one/twoshot them. Best strategy:cornershoot with double shotgun. Kickback is big enough (usually two cells) to let you reload at your leisure.
Failing that, shotgun with any possible speedup (T mods, finess, reloader) works.
6. Pain elemental & lost souls
Only problematic if gets out of hand. Souls are resistant to bullet and fire damage. Also, rocket launchers often just disperse them instead of killing, making them attack from all sides.
Also, Arena Master staff deals very low damage to them.
Strategy: shotguns. Normal or tactical works. If there is REALLY lot of them attacking from all sides (City of Skulls) BFG works wonders. Also, couls can't open doors.
7. Demons
Fast, has lots of hp, hit HARD in melee.
Strategy: doors. Close door at his nose and it will not be able to do you anything. Reload shotgun, open door, fire, close door. Running lets you make distance, so you can reach nearest door. Common shotgun or chaingun is usually enough to kill before it can reach you.
8. Revenants
Surprisingly weak for something with "non-dodgeable" attack. With just 30 hp they die easily. But they have 120% speed, so can be hard to escape early in game, and can get free shots at you. Also, they have 50% resistance to bullet damage, making you have switch to plasma rifle or shotgun.
=Rarely a danger=
They can chew you up, but rarely end your game.
9. Cacodemons
Pretty non-descript, but has plasma attacks and ignores lava/acid
Strategy: doors.
10. Former captains
Strong damage, especially on higher difficulty (because of accuracy bonus). Your bestest friends, because each one has 140 bullets (as drop and in chaingun).
11. Former sergeants
Sometimes attack from out of your line of sight. Attacks knockback, never miss. Strategy: just any weapon. Shotguns kill them at mid range easily.
12. Former humans
Only dangerous in numbers, but then, one shotgun blast can kill a whole group.
==Bonus:Bossess==
In order of appearance.
1. Bruiser brothers
Rocket/missile launcher
2. Shambler
Shotgun cornershoot
4. Agony elemental
Tactical shotgun. No rockets!
5. Cyberdemon
Dodgemaster lets you dodge rockets perfectly, but I don't like taking dodgemaster. So, I just unload both BFGs I have by that time at it, which either kills it (at lower difficulty) or takes most of hps. Then I just unleash best damage I have on him. Fire resistances help.
Meleeing him is also possible, as long as you have Berserk trait.
6. Mastermind
Nuke. Really, I have crippling fear of anything with plasma burst attack, so it is easier for me to nuke him and then take down JC.
7. JC
Same as Cyberdemon. By the time you meet him, you have usually enough firepower to kill him and his summons without much problem. Also, BFG.