It would be very difficult to narrow it down to one so here's a list.
Gremlins. It's one of those films that I can watch over and over again and never get tired of. I grew up watching it and I love the creatures.
The Dark Crystal. It's a beautiful work. probably the only live action film in which no humans appear. It's all puppets and costumes. They managed to create an entire new world and populate it with all sorts of fascinating creatures. And they did it all without that cinematic crutch that is CGI.
Labyrinth. Another childhood favorite. Ludo is one of the best movie creatures ever and Sir Didymus is hilarious in a Leeroy Jenkins sort of way.
Harry And The Hendersons. The creature effects are amazing. And it's Bigfoot! I've always loved anything with Bigfoot.
Short Circuit. Great movie for a robot freak like me. Most of the budget was spent on bringing the robot Number Five to life and it shows.
The Toy Story series. It confirms something I've always sort of believed. That toys have feelings and are completely loyal to their owners. My toys were my best friends growing up and even now I have a habit of talking to them.
Wall*E. I love robot movies and this is one of the best.
Teenage Mutant Ninja Turtles ( the first one ). Because I've always been a huge TMNT fan. I saw this in Theatres four times.
The Iron Giant. See my description for Wall*E
ET. This movie ruined me but in a good way. It began my love of movies with creatures and my fascination with the art of bringing creatures to life onscreen. Most of what makes me me began when I saw this film.
You listed all of my favorite movies, except I would add Edward Scissorhands to the list.