A few as they spring to mind:
The Joker from the animated Batman movies: amusing.
The T-1000 from T2 - great concept and character.
O'Brian from the film 1984: I love the book.
Agent Smith from the ORIGINAL Matrix; he gets rather camp in the sequels. I especially liked the way he slags off mankind in general.
The Witch King in LOTR, attractive as I hoped.
Ones I loathed as I suppose is the idea for villains:
Freddy Kruegar, he should have been destroyed from conception.
The cuckoos in Village of the Damned (ditto)
Hannibal Lecter - why aren't all psychopaths simply put to death?