Every since I saw the tsunami amateur footage, I'm scared as hell. It's water everywhere... Swimming doesn't save you in that situation.
My second choice is earthquake. I'm an urban guy, so I'm always surrounded by skyscrapers. An earthquake is sudden. You don't have time to seek shelter when you're in the city. It's insane.
Having never experienced any of them it's difficult to tell. But I went with volcano, purely because most of the above ( although very destructive ) only last for maybe a day of so, whereas the effects of a volcano can last a lot more longer, and tend to have a greater range of damage.
Where I live most of those diasters wouldnt happen likely but living on the 17th floor of a building a fire or earthquake would not be a fun event.
Closest to an earthquake felt was an after shock near by that shook the building so much that I told my wife to stop shaking the bed while we were asleep early in the morning. Only realized it wasnt her when I heard things falling off book shelves and chandelier shaking in the other room. I'll never forget it.