Graboids were pretty well-made... for a giant dusty worm.
The first wolf transformation in Company of Wolves (the skinless one).
I think the first time I saw Yoda it blew my mind, same with the banthas... but I was something like 3 years old...
The Thing!!! The puppetry of several of those gribbly beasties was insane.
Speaking of puppets- I love the Skeksis and many of the goblins from Labyrinth, incredible.
That weird giant dirt turtle thing in Never Ending Story, with all the trees growing out its shell.
And of course nothing, NO CGI will ever come close to the magic of Harryhausen's Dynamation!