Book?
Godking Garoth Ursuul (Night Angel Trilogy): This guy is the quintessential evil emperor, and he's all the more awesome because of this. He's got literally hundreds of heirs fighting for his throne, he has an obsession with conquest and immortality, he's got a wide and extensive harem, he's got magic that feeds of his life energy, he's got a nation that worships him as a God...yeah, that's pretty memorable.
Comic?
Magneto (X-Men): This guy is the most fascinating villain I have ever read in comics. His only goal is to end the discrimination of mutants at the hands of humans...just like Professor X does. The only problem...he wants to kill all the humans and rule Earth himself because that's the only way he thinks that it's possible to save all the mutants. Plus he's got magnets, and how do they work?
Movie?
Ooh, this is hard. I'll go with Tajomaru(Rashomon). Why? Well, because it's never clear if he's the villain or not. I won't say any more than that because I don't want to spoil this amazing movie classic.
TV (American)?
Sylar (Heroes): There is no better badass. A superpowered serial killer that targets other superhumans by cutting their heads open and stealing their powers? Awesome villain.
Anime?
Shinobu Sensui (Yu Yu Hakusho): You've been protecting humans from demons ever since you were thirteen. You find out that humans have been torturing innocent demons and that your black and white value system is completely wrong. You snap, and decide to kill all humans by opening a portal to the demon realm and allowing the most powerful monsters in all of creation to have their way with the squishy humans. Yet you still honestly believe that you are fighting on the side of justice. Sensui, you are an awesome, awesome, awesome villain!
Game?
GLaDOS (Portal): If you don't know anything about GLaDOS, go play Portal. Now. Easily the funniest villain ever, yet still one of the creepiest and most disturbing.