Here are a few options, depending on the type of monsters and the desired effect:
General:
* Horde - A large, disorderly crowd of people or creatures
* Host - A large number of people or things assembled together
* Throng - A large, densely packed crowd of people or things
* Menagerie - A collection of wild animals kept in captivity for exhibition
Specific:
* Covenant - (for demonic or evil monsters)
* Legion - (for demonic or powerful monsters)
* Pack - (for monstrous creatures that hunt or travel in groups, like werewolves)
* Swarm - (for smaller, creepy crawly monsters)
Ultimately, the best collective noun depends on the context and the type of monsters you are describing. You can even invent your own! For example, you could use "a brood of monsters" or "a coven of witches."