Definatly Zombies.
At least vs Zombies you can have the "Fight or die trying" mentality. It would bring out the best in many of us. Any normal person would be able to make a difference.
Alien attack, depending upon how much advanced they were then us, could be like instadeath with no way to fight back at all.
Asteroid, no thanks, this is either instadeath or some "elite" team of morons deciding the fate of the entire world.
Plague, no this doesn't sound like any fun at all. A slow and painful death for all, slow decay of humanity until the end, I think not.
Even though this is probably the LEAST likely of the bunch, I am 100% certain Zombies would be the best foe here.