I haven't really had anything truly scary. A few pucker worthy moments, though.
Two low altitude go-arounds because the tower tried to shoot the gap, and the guy in front of us didn't get off the runway quick enough.
One of those go-arounds led to one of the three TCAS Resolution Advisories I've had when the other guy wasn't in sight. For those who aren't familiar, an RA leads to slamming the power either full forward or back to flight idle, followed by a 4-6,000 fpm climb or decent until you hear "Clear of Conflict." That's always an interesting sensation.
I two pretty interesting plane vs. plane experiences. The first, and probably worst, was punctuated by Phoenix Approach saying "3AT, Traffic Alert! Imediate right turn, expedite! Traffic your 12:00 less than a mile, same altitude, unverified, opposite direction." Notice the lack of asigned heading in that instruction. In a 50* bank to the right, we saw the Skyhawk pass below our wing, into the same bit of airspace we had just been in. The Phoenix Approach said something that will always stick with me. "3AT, you still with me?" The tone in his voice...he legitamately wasn't sure. We told him we were fine, and asked to resume our course. A new voice came back on, gave us direct our next fix and a phone number to call. When we got to Vegas we called the TRACON Sup. He appologized profusly, complimented us on our quick reaction (we said the same about his controller who pretty much just saved our lives) and explained that the student and CFI in the Skyhawk are in a bit of trouble for their Bravo bust that led to a loss of separation.
Then there's the smoke in the cockpit of the 172 (acompanied by so much oil on the windscreen, we were basically IMC), or the time the engine quit in the 421 and the only two ME pilots onboard *cough* Tony *cough* turned to eachother and said "What the hell was that?!?"
Or many, many instances of the New England winter testing our wits, deicing boots, and crosswind technique. Or the lightning strike. Or the extreme clear air turbulence that resulted in a huge uncontrolled, overspeed and subsequent spar inspection.
Nothing that bad; certainly nothing that caused me to lose conciousness or anything involving nuclear (or even conventional) warheads!