1. GOIZO: Goizo is Japan's sweetheart. Everyone loves Goizo - probably because its name is "Goizo." (To quote someone from one of the many World of Horror streams I've watched: "IT'S YOUR BOIZO GOIZO".) Also probably because Goizo is made of tentacles. Let's be practical here. (I should have not been surprised that Goizo comes from a video nasty titled Gazoo ("gah-zoh"), which I am told, but do not believe for a second, is just gory and not pornographic.)
In further awesomeness, Goizo is a "Mirror Horror," which means it lives behind the glass, a fertile breeding ground for horror. Its epithet (also taken from the video nasty) is the badass "Thing Forsaken by God." Its unique doom ending involves it emerging from the eyes of your character's love interest after they glimpse their reflection in their love's pupils. There's not a step wrong with Goizo. It's a better apocalypse than we deserve.
2. ITHOTU: Ithotu could easily take top of the heap if Goizo weren't firmly positioned there. It's introduced as the culprit behind the burning of the Library of Alexandria, which is a hell of a rap sheet. (Granted, it's a limited one so far as eldritch apocalypses go, but it has a specificity and fallout that gives it an edge over wider but vaguer crimes.) A being of living fire called "the Devouring Flame," it houses itself within a jet-black marble statue of a Greek god - a good look. There's an elegance to its menace. Its followers have gotten Ithotu an unveiling at the local museum, and it unleashes Armageddon at its premiere (which, again: class); your character's cause of death is "perished in the hecatomb," which is a heck of a name for a metal band. Also, its followers' trademark spell, "Ithotu Flame," could, with enough effort (and before the dev caught on), fell the Something Truly Evil superboss, a feat that isn't normally possible. Ithotu's just going the extra mile all around. (Deduction for launching a fire-based apocalypse on an archipelago, though.)
3. ATH-YOLAZSTH: Coming to the "buy a vowel" constituency of the pantheon. You don't see it here, but A-Z is just a towering eyeball - to the point where it dwarfs Earth, as we see in its doom ending. This is a steal from a Junji Ito story about a malevolent living planet, but it gets a pass, because a) Ath-Yo is nothing but an eyeball, which is a stronger image, and b) the real interesting stuff starts after its bad ending, where it hangs around for about 10 years or so before initiating The End. For one, our sky is replaced with a giant eye staring at us, which, yes, I believe would be enough to drive most of us mad. Certainly more effective that the "impossible angles" and geometrical abnormalities Lovecraft invokes. Also, what happens to the tides? Is there an Armageddon-like initiative to land on Ath-Yolazsth and blow it up? How many Tumblr posts are written about how eternal surveillance by an extradimensional hellgod is Not Normal and if venturing outside under its unblinking gaze makes you feel anxious or compromised or drawn to the yawning abyss, you are valid?
Also, isn't the footnote in its intro about the stars disappearing from the sky kinda burying the lede?
4. CTHAC-ATORASU: It's just a giant spider. Points for the Tolkien reference, but I think humanity could take out a giant spider pretty handily. We wouldn't even need lethal methods: just deploy the Giant Orbiting Glass when it wanders across the Great Plains Tablecloth, then let it out around Neptune. Sole point of intrigue: the katakana rendition of its name reorders its elements, suggesting that Atorasu is a surname. Mr. or Ms. Atorasu. Chtac if you're familiar.
5. YGOTHAEG: It's good to have a sea-based Old One given the Japanese setting, and its doom ending - a hypnotized humanity gathering one night to walk en masse into the sea - is eerie. The problem is that it's a giant axolotl - evolutionary link aside, a singularly unimpressive animal. Furthermore, Ygothaeg's trademark is its maddening gaze, but its axolotl face, dopey in a slothlike mien, has all the menace of a Hanna-Barbera character. (Unfortunately, that face is on screen constantly during a Ygothaeg run, underlining the failure of expectations.) Its gameplay gimmick is that exploring designated locations will earn you extra doom, but you have to explore a certain sequence of locations in order to make progress in World of Horror - there aren't alternate routes save for a single sidequest per case, which doesn't last long enough for Ygothaeg to change fixations - so what am I supposed to do here? The answer is "ignore it," as the extra doom doesn't even make much of a difference in a playthrough. What self-respecting extradimensional abomination is deterred by the cold shoulder?
