Saren, Mass Effect. You spend the game taking him down and in the end, you might not like to commit the deed, but it still has to be done. He gave the game its overall purpose and he's a large reason why Mass Effect was so successful in the first place.
In fact, I didn't like ME2 as much simply because there was no interesting villain. I didn't feel like taking anybody down. Justice isn't a good objective in most forms of media; retribution, on the other hand, is a very good objective. Only very few games can have justice as the main objective and still be interesting; Okami is the only one off the top of my head.
