My parents never used fantasy fear tactics to keep us from doing things like running across the street without looking both ways or playing on the hay-baler or climbing the 5-ft tiller blades, but they always explained actual possible consequences, and that was frightening enough.
As for cussing; my dad was a potty-mouth, so we didn't ever get in any real trouble for cussing, but my mom told me to watch the upset expressions on people's faces when dad did it. To this day, that stops me from cussing in front of certain people...."mixed company," is the term.