Sooga is my favorite villain in the game. He's really cool and collected (and protective of his boss). He feels the most threatening of them all. Kohga had some interesting depth toward the end when he showed that the Yiga value each other over their allegiance to Ganon. They betrayed Hyrule because Hyrule betrayed them, and now Ganon has betrayed them, too, so they turn to Zelda, the one person they know won't treat them as disposable. And she doesn't. I thought that was cool.
I wanna say I like Astor. He's a cool kind of intelligent-but-unhinged type of villain. But we really don't know much about him. I'd really like a backstory on him.