Comics: The Riddler. I always liked him slightly more than The Joker when I comes to Batman. His character seemed slightly more realistic (the idea that an extremely intelligent person would feel far superior to his fellow humans and thus try and outdo them every opportunity he got) and who doesn't like a good riddle?
Games: Ganondorf (for obvious reasons), Dutch Van Der Linde from Red Dead Redemption (for the small amount of time he was featured, he came off as an extremely messed up person, but somehow, at the same time, a tragic figure), and Sovereign the Reaper Ship from Mass Effect based solely on the fact that by himself, he almost destroyed the Citadel and brought about the end of the universe.