The falling ones I have very frequently, invariably in combination with a hypnic jerk (http://en.wikipedia.org/wiki/Hypnic_jerk) - and for some reason I get them more if I'm sharing a bed with someone else.

The scariest dreams I have are so surreal and abstract I can't describe them, but they make me wake up feeling sick and shaken and I can't even work out why sometimes. They only happen when I'm either running a pretty bad fever, or else very very stressed.