Think squirrels are bad...? Try raccoons...
I've lived a lot of places; backwoods, downtown cities, suburbs; but I can't recall any place I've lived where I haven't woken up to a raccoon staring at me through the window in the middle of the night...
Awesome animals, though... once they realize you can give them food, they start hanging around like a pet...
Also, chipmunks... last summer 5 of them literally did a organized raid on my house, coming in through the cat-door. It was pandemonium for about 2 hours trying to chase them all out -- dang things are like furry little ninjas.