-Loki, easily Loki. He's the most complex, entertaining, multi-faceted, and likeable villain that the MCU has. He's also the only one that's actually gotten character development.
-Alexander Pierce is second. One, Robert Redford was fantastic in the role and I loved just how human Pierce was. He wasn't some over the top bad guy, he was a man who actually believed that what he was doing was ultimately for the good of the world.
-I found Killian to be a rather weak villain myself. Guy Pearce was quite good acting-wise, but the character was really uninteresting to me. It's one of the reasons why I wish that Ben Kingsley had actually been the main villain. He was so much more menacing and interesting than Killian was.