Hans Gruber (Die Hard) played masterfully by Alan Rickman. Probably the most iconic action-film villain. So smart, elegant, and suave you almost want him to get away with it.
The Joker (The Dark Knight) in a surprisingly excellent performance by Heath Ledger. I think nobody expected him to be any good, but it ended up being one of the best villain portrayals on film.
Hans Landa (Inglourious Basterds) walks a fine line between comedic mischief and vicious cruelty. Christoph Waltz delivered a great performance turning Landa into one of the most despicable characters ever.
John Doe (Seven) is a great example of less being better. With a limited screen-time and little to no background to his character, Doe is one of the most vicious antagonists out there. Cold, smart, and calculating.