So: Terrifying, river, magma vent, and chasm for extra fun.
That's about right, as far as wildlife goes. Emphasis on the terrifying river, as magma men aren't especially tough, imps are only dangerous because they light things on fire (which tends to produce all-or-nothing situations), and many chasm creatures spawn on the lower levels where they then can't really reach you.
To
really get dangerous, you'll need to turn to modding. Numerous already-made mods exist for just this purpose, but in my experience they tend to either
also add stronger materials or the like, so you end up with an Invincibilium-clad dwarf mauling twenty-foot orcs to death (ie vanilla but bigger), or else encourage/require walling yourself up and picking foes off with crossbows or waiting for them to go away, which, again, rather defeats the purpose of "tougher foes".
Modding things yourself isn't particularly hard, but making foes "stronger"- much less the strength you want them- is a bit trickier. Damblock, size, and weapon damage all affect their performance in combat, but I've heard damblock isn't as useful as you'd think, and usually calls for "tougher" foes means those that stand up better in combat, not ones that one-shot a champion and
then get ripped apart like tissue.