My favourite villain are:
Lex Luthor: He has done so much things in his years of existence that i don't even know where to begin. Lets just say that he's a normal human that can manage to rival the most powerful superhero around
Dr Doom even if most of the times, expecially in his earlier years his plans didn't work.
Aizen: Unlike with Dr.Doom most of his plans worked, he started seeming like the nicest guy you've ever met, then proceeds to fake his death, then he trolled the most powerful soul reapers twice, created an army of latino dead dudes and in the end discovered that he was stronger than them combined, he has plans behind plans, a master strategist and fighter. Even after being defeated he became imortal and will spend the next 2000 years tied to a chair laughing at all it took for his enemies to arrest him (unless he escapes as it's probable).
Darth Vader: Menacing and cool, not to mention iconic, that more can you ask?
The Joker: He has plans, he doesn't have plans, after so many years he's become so popular and iconic, yet he's still as mysterious as he was back then, this guy is possibly the best comic book villain ever.
Bane: In least his first appearance, since then he's been lost, in his first appearance he was what you could ask for a perfect counter foe for Batman, strong, fast and smart. Right now he should be trolling heroes like the Joker and Aizen instead of becoming a steroids abomination.