There are three kinds that I'm really fond of: "The Juggernaut", "The Runner", and "The Master Deceiver".
"The Juggernaut", as the name implies, is the brute; the guy who wrestles Grizzly Bears for sport; the guy who can wield tanks as bludgeons; the guy who could face King Kong in a wrestling match and have a possible chance of winning; the guy who stole David's body and used it to slay Goliath; the guy who is just a monster to face on the battlefield, much less defeat entirely. He's usually depicted as a fumbling dim-witted caveman with table manners that would make medieval peasants roll over in envy, but on the rare occasion he is portrayed as a competent, dangerous, brutalizing mammoth of destruction, leaving everything in his wake - man and horse and earth alike - dead and dying in his wake. He's the last guy you want to run into at night; or day, for that matter.
"The Runner", conversely, features little physical strength, sacrificing it for his greatest trait; escaping, or as I like to call it "pick locking". You've got the place surrounded and his back against a wall. You begin to advance on him, then out of nowhere he pulls a flashbang grenade and makes his great escape. He's already out of town before you're within five miles of the place. He carries with him his wits, his knife, and his endurance. Catching him is nigh impossible. No matter how elaborate of a trap you set (never mind how many for that matter), no matter how many marines you bring with you, no matter how hard against the ropes you have him, he always manages to elude you in the end. By the time you do catch him, you're so worn out that you wonder if you wasted fifty years of your future life simply tracking him down. Trying to catch him is like trying to catch a greased-up garden snake.
Then, there's "The Master Deceiver", or in the case of women, "The Seductress". They are always plotting their next move, regardless of who they have to kill in order to achieve it. The only face they wear is the one that they want people to see. They have no qualms in tricking or manipulating other people to get exactly what they want. The best way to describe them is as simple as one word; "Chaotic". Whether they choose to stay or go, hurt or heal, steal or give is completely up to them although they usually have some ulterior motive in which they benefit completely. They can fool mindreaders and veterans with the simplest of tricks and usually have some master plan set-up from the get-go. They are always pulling your string. Always.
Getting past the archetypes, what makes each one of these villains truly shine is if they manage to avoid the numerous cliches and pitfalls attracted to villains of such high caliber, i.e. being easily tricked by the "Noob Hero". If the villain is such an awesome, maniacal, cut-throat badass, I expect him to be defeated by an experienced man of similar status, not some low-life punk.