The Joker - I've always liked The Joker as a villian, but Heath Ledger's portrayal of him in The Dark Knight was pretty damn perfect. It's burned The Joker as a character, not just a villain, into my list of favourite characters, probably my favourite of all time. The thing that I love most about him in The Dark Knight is that he wins, it's not a common occurrence to see a villain win.
Giovanni - I've always loved pokemon, so Giovanni has had a little bias towards him to get him in this list. However, his plan was a good idea, and obviously it very nearly worked.
Dr. Evil - This guy was meant to be a joke and it worked perfectly. Mike Myers ability to spoof practically every typical James Bond villain is amazing. I just love the Austin Powers series because of Dr. Evil, he has the best scenes and lines in the series by far.
Ryan Andrew & Frank Fontaine - I'm not sure what has actually made me love the plot from Bioshock so much, but all I know is that these two are some of the most memorable characters from any game that I have played.
John Herbert Dillinger, Jr. - I watched a film about this guy and ended up reading stuff about him for the next week, I think he was a great mobster. Eventually though his ways lead to his own friend betraying him, so his death is quite tragic in my eyes.
Zygmunt Molotch - He is the villain from a Warhammer 40,000 series called Ravenor. He is a person with a brilliant mind with an amazing ability to escape situations that many others would fail in escaping from and eventually in the face of death, teams up with the one man that has been hunting him down for decades. There are a lot of things that I can say about this character, but there are so many that I won't actually bother.