In no particular order:
- The Joker. Not just Heath Ledger's take on him (which was, of course &%$ #ossum), but the character as a whole. He's one of the most enduring - and, if we're honest with ourselves - identifiable villains of of the modern era.
In that we can identify with him; not that he's easily identified
- CLU, from Tron: Legacy. Also clever, ruthless, and a True Believer ... made all the worse because he was intentionally designed that way.
- Magneto. The yin to Xavier's yang. He, too, is a True Believer, made bitter and twisted by the fear and loathing of a public that refuses to be educated.
- Xanatos. Guy's got his own TV Trope. #nuffsaid
- Satan, from Incarnations of Immortality. Not only does he want to overthrow God (granted, it's part of the job description), he actually does it.
- Coriolanus Snow, from The Hunger Games. As vicious an autocratic despot as ever there was, he created the Games - where children are forced to fight to the death as entertainment - as a way of controlling an empire. Plus, he smells of blood and roses. *shudder*
- Walter White, AMC's Breaking Bad. Just watch it, already.
- The Umbrella Corporation, Resident Evil. Created a virus that turns almost all of humanity into zombies? Bad enough. Hunkering down in secret underground bunkers while the world burns? Worse. Continuing to study and develop said virus? Pure eeeeeeevil.
- Rushkin, Memory and Dream by Charles de Lint. The vampiric doppelganger of the famous artist Vincent Adjani Rushkin, Rushkin does terrible things to one of VAR's apprentices. The psychological torture Izzy experiences as Rushkin hunts down and destroys her art, and the emotional rape she endures as struggles to understand why her hero and mentor does such horrible things to her makes Rushkin one of my all-time favorite villains.
- The Other, Watchers by Dean Koontz. Pure creep factor here. A genetically-engineered baboon intended to be "the perfect warrior", it hates with the loathsome malice that only a broken child can have. It grew in a lab, watching the other half of the experiment (a golden retriever) get showered (unintentionally) with love and affection, while it didn't even have a name. I'm generally not a fan of Koontz, but this one had me looking over my shoulder at night for months.