To help you out, my favorite villains include: Joker (TDK or comics). Hans Gruber (Die Hard), Mr. Brooks (Mr. Brooks), Jackson Rippner (Red Eye), Peter & Paul (Funny Games), and Rudy Cooper (Dexter). I also loved both movie and book versions of Alex (A Clockwork Orange) and Jack (The Shining).
It's been a while since I've discovered a really interesting antagonist. They're difficult to find!