をあげる(ひめいをあげる) To scream in fear.
する(ぜっきょう) This is only used about screaming-for-the-sake-of-screaming, ie., roller coaster or MC Hammer concert.
(わめく) To yell in an angry way, but you’re still using words.
を 叫ぶ:さけぶ:To exclaim! If you’re surprised and go AAAAAA or KYAA, that’s 叫ぶ。 Also you can use words – but unlike わめく it’s not always out of anger -you can use this for shouting slogans or scream your friend’s name.   $$$
ほえる To roar, bark! Used about angry animals.