Lector was never really the villain... More of an anti-hero.
I've yet to see No Country for Old Men so I don't know about Chigruh... out of the Joker and Hans Landa I think Waltz made the better performance. (I realise that this is an unpopular decision because he's still alive... people seem to lose perspectives in regards to the dead)
I don't get what was so great about Landa. He was charismatic and fun to watch, but the same can be said about a lot of performances. Maybe I should watch the film again, but if I didn't catch the hype the first time, I probably will never get it,
Ledger, I guess is my pick. But he was intimidating just as much because of the excellent writing as because of his performance.
Never seen "No Country", so I can't say about Chigurh.
I think that Gordon Gekko from "Wall Street" is one of the best movie villains of all time, and that's not some kind of political statement. He's competely amoral, competely convinced that it's OK and even "good" to squash people under him, and he makes no bones about ruining people's lives for his own benifit. And the worst part is that there are a lot of people like him in real life.