In no order:
Kefka - JRPG's answer to the Joker. DID get to watch the world burn. More a force of natural than a complete person with a healthy brain - sadistic, chaotic, arbitrary and utterly unpredictable.
Frank Fontaine - Best evil con man / schemer I've seen drawn in a game and perfect counter to...
Andrew Ryan - A man chooses. A slave obeys.
SHODAN - Insane machine goddess, of supreme intelligence, hostile intent and limitless ambition.
GlaDOS - The OTHER great female AI villain. This time with pitch perfect black humor.
Gunter Hermann - A lot of angles to his desire to not just kill, but BEST you and your bother, oddly sympathetic for a humorless kraut cyborg out for blood... In his own way he was as much a victim and pawn of the big bad's scheme as the antagonists, but was fighting with unwavering precision and loyalty for the leaders who already threw him under the bus.
Captain Walker - Sometimes the best villains are the ones who think the cause is just. Sometimes the best villain is YOU.
G Man - The mystery man. Supernatural puppet master. Who IS 'he', besides the unfathomable agent of mankind's greatest plight?
Dr. Breen - The middleman, the apologist, the smooth talker, the sell out, the rat. The kind of man everyone knows a plenty of, in person. Self rationalized self preservation in the name of the 'greater good'. The man who thinks 'the hard choice' is to give up the persecuted family hiding in the closet, so the invaders won't cause 'bigger' trouble or doubt one's loyalty.
Lavos - Alien monster sleeping inside the earth for millions of years only to awake and ruin the world? So it might have been right at home in Lovecraft's Cthulhu Mythos, but the Chrono Trigger gives it a fresh take. The time travelling aspect of the story gave it a fresh new angle though, since you see, indeed, the aftermath of it's destructive INEVITABILITY, unless history can be changed.
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That's all off the top of my head. Hope someone enjoy that...