I have always favoured villains. Particularly in cases where the heroes have special powers I always found it odd they don't often abuse those powers at least a bit. I just don't like those that are too goody goody that is why I hate characters like Captain America. I much prefer more grey protagonists or outright villains.
My favourite villains are:
Ganondorf (The Legend of Zelda)- I like everything about this villain. He has a great and distinctive look about him which lets you and everyone else in the game know that he is a villainous man. He's powerful, he's big, he's intimidating, has a great evil laugh and an air of extreme confidence about him. He has brains as well as braun, manipulating events behind the scenes to get what he wants. There is never the thought he could lose in his mind and it's this which is the only thing that causes him to be taken down. I also like that this guy is unkillable and that defeating him only delays his inevitable return.
Gaunter O'Dimm (The Witcher) - This guy doesn't have a cool villain outfit, in fact he dresses like a vagrant and doesn't look and talk like your typical villain. He is friendly and charming, appearing first as a merchant and later helping save your life. In reality he is the most powerful villain in the Witcher series, moreso than the main antagonist. He is in fact the ultimate evil similar to the devil. He grants wishes in exchange for the souls of his victims. I like him as a villain because of how scary he is. He seems nice yet delights in torturing people and killed someone by putting a spoon through their eye for interrupting him. He can freeze time and kill anyone he wants and can't be defeated physically, only through losing his own bets can he be made to dissapear, though this is not permanent.
The Homelander (The Boys) - He is the antidote to the goodie goodie superman and captain america. This is how someone with laser eyes, super strength and flight would probably end up like. Outwardly portraying an image of a noble hero and beloved by all. Behind the scenes he is arrogant and believes he can do anything he wants. Lasering down the airplane of his political enemies and creating supervillains in order to force the military to accept him being the only one to be able to take them down. I like the heroic look of this character, the blond hair the tight muscle suit and the Cape because they contrast so much with what the man is really like.
Darth Sidious (Star Wars) - He is just a cackling old emperor with electricity powers in the original trilogy. The laugh and voice are iconic but still there isn't that much to him until the prequels. There you see Ian McDiarmid really shine in portraying the slick and kindly politician who is behind the scenes orchestratimg a whole war over the three films in order to achieve ultimate power whilst manipulating the main protagonist Anakin, into becoming Darth Vader.
Other mentions:
Gruntilda (Banjo Kazooie)
The Joker (The Dark Knight)
The Prophet of Regret (Halo)
Albert Wesker (Resident Evil)
Saruman (The Lord of The Rings)
Ardyn Izunia (FF15)