I'm okay with centipedes. I mean, I'd rather they not climb on me--which has happened two or three times--but otherwise they're fine. Watching them run certainly doesn't bother me.

Millipedes, though, freak me out. I'm not even sure why; I don't mind worms or snakes or other squirmy things.

ETA: Perhaps relevant is that the only centipedes I've encountered in RL are house centipedes, which are harmless, fairly small, and beneficial.