They're all pretty scary, but since I've never experienced a hurricane or an earthquake, those are the most frightening to me.
Hurricanes do have a lot more advanced notice than the other two, so that would help, but it can't be fun sitting on the highway with the thousands of other cars trying to flee town. And hurricanes certainly do a lot of damage, as Charley certainly has pointed out.
I think earthquakes would be the worst, especially the big ones. Their occurrences are unpredictable (although you know it's a possibility if you are near a fault line). And I would have a difficult time dealing with the fact that the ground I am standing on is moving - that would freak me out.
They've gotten a lot better at warning people about oncoming tornadoes, but they come up so quick and can change directions so quickly. It's fascinating how they can leave some things completely untouched and destroy something right next to it. I'm glad I've never been in the direct path of one before.