Millipede

I kept seeing this ugly bug show up on my wall at my house.  Someone last night finally informed me that it's a millipede.

This thing is big, multicolored and and has too many legs.  Seriously, if I went to kill it and it started moving, I think I would yell so loud that my neighbors 3 doors down would hear.

I have no idea why I have no problem killing spiders, but this thing freaks me out.

Do you have certain bugs that freak you out too?