I love Sarah Kerrigan as the Queen of Blades in Starcraft and Brood War. Not so much in Starcraft II. She was evil, sneaky, manipulative, surprising, and massively ruthless and genocidal. But you still couldn't hate her like you should, because you remembered her before she became Zerg. One of the best villain storyline arcs in any medium.
Soulblighter in Myth II. And Myth I, for that matter. In fact, any of the enemies in that. Shiver, The Deceiver, The Watcher... Balor was kind of boring to be honest. The others had much more character. But Soulblighter... The man cut off his own face and removed his heart as part of some kind of arcane ritual. He can transform into a murder of crows. And when he feels like he's about to be defeated he attempts to destroy the whole world by shattering an entire mountain range.
But yeah, Kerrigan first. Just entirely evil, without conscience, without mercy... Perfect.