From Comics: Bullseye. I don't know why I like him so much... I just do. Hush from Batman. Anyone from Batman, really, but Hush stands out. His origin was like Batman's but in a dark way. Norman Osborn. Dark Reign may have dragged on a little, but I loved the concept of "What if the bad guys ran EVERYTHING?"
Movies: Any monster who fought Godzilla. The woman from Inception. Hard to think of movie villians, because most of my favorites are from other sources...
Anime/Manga: Light Yagami. One of the most sucessful villians I've ever seen. Akatsuki. You know, that group was the reason I tolerated Naruto as long as I did. Enel/Eneru from One Piece. Any OP villian, really, but Eneru was my personal favorite.
Video Games: Gannondorf. Power of the gods, ruled he world for 7 years, and gets bigger and badder every encounter. Kefka. Like Light, I gotta give him props for his sucess. Plus, he's like gaming's Joker. Kessler. Future self gone horribly wrong. Bias for electrical powers, as well. MGS villians. They're unique, eccentric, and have personality.