Darth Bane: My favorite Sith Lord for a variety of reasons. First off is the fact that he consciously chose the Dark Side because its philosophy of strength made sense to him, rather than being born a sociopath, raised in Sith culture, or manipulated to the Dark Side. This decision sets the philosophically driven tone for Bane's character as his trilogy is centered around him first trying to adjust the Sith philosophy of the Brotherhood, then becoming disillusioned with it and forming his own philosophy from a variety of sources in his life, then setting out to apply that philosophy to the Sith Order so one day it can be applied to the Galaxy at large. Darth Bane's Rule of Two was a mechanism designed to turn what once made the Sith weak (infighting), into something that would make them strong (a mechanism for evolution). That idea is integral to Bane's very character, as reflected by the fact that he chose his abusive father's cruel nickname as his own Sith name to take what once made him weak to make himself strong. And lastly what makes Bane so compelling for him is that unlike every other Sith his devotion from the Dark Side stems from philosophical perspective rather than egotistical selfishness, and that his ultimate loyalty is to the principles of the Dark Side rather than himself. He did after all create a philosophy he knew would one day lead to his death.
Luke Skywalker: Luke is for the Jedi what Bane is for the Sith, a reformer who rebuilt his order around a philosophy more in keeping with the Light Side of the Force. Where the old Jedi Order (namely the Jedi Council) ultimately failed due to arrogance (blinding them to the machinations of the Sith) and a philosophy of emotional detachment (which lead to Anakin's fall since there was no place in the Order for him to handle his feelings with Padme), Luke embraces both love (which I believe motivates all good) and humility (which I believe allows one to counteract arrogance, which I believe motivates all evil), using love to redeem his Father where both Obi-Wan and Yoda thought it impossible, and rebuilding the Jedi Order with less centralized power, and more allotment for individuality and emotional connection. Philosophy aside, his character arc is still a quintessential example of maturation, going from a farm boy, to a student, to a Jedi who could see what some of the greatest Jedi before him could not, to the wisest Grand Master in the history of the Jedi.
Son of Mortis: The Son of Mortis is on this list because he is my favorite of the Ones, the Ones conceptually interest me, and the Mortis Arc is my favorite arc of the Clone wars, due to both the aesthetic visuals and the thematic weight. To start off with, the Son's visual design is extremely appealing for a personification of the Dark Side, particularly his armor, tattoos, eyes, extreme height, gargoyle appearance, and red force lightning. His voice acting done by Sam Witwer that contained elements of other Dark Sider's voices as well, and the added echoey effect the One's voices have topped it off. Then of course, there's the gratuitous aspect of power tripping in having a Dark Sider that Valkorion and Sidious could never really measure up to in power, and the visual satisfaction of seeing such powers on screen, like teleportation, shape-shifting, red force lightning, lightsaber blocking tutaminus, lightsaber deactivation, environmental manipulation, levitation, physically manhandling Anakin, and doing it all so casually. Then lastly, the Son represents so many qualities of the Dark Side very well. He displays his need for dominance over other beings through his enslavement of killiks, and through his mental enslavement of Ahsoka, he displays the sheer avarice and the need for territorial control through his goal to escape Mortis and seek conquest over the Galaxy as well as fighting with his sister for Territorial control on their original planet, and he displays the manipulative nature of the Dark Side through orchestrating the events of Altar of Mortis and seducing Anakin to the Dark Side in Ghosts of Mortis. The most important and prevalent trait however is the arrogance the Son of Mortis displays, which as the Father says to him "Vanity is getting the better of you," and his statements, body language, physical gestures, and tone of voice are all very impressively reflective of that trait, which is pretty much the root of all evil. What's more is that unlike with many other Dark Side characters, we get to see a certain inner turmoil within the Son not really displayed with say Sidious, Valkorion, Plagueis, Bane, etc. which is the inner suffering that motivates arrogance to begin with. So seeing the Son's inner turmoil and vanity is like seeing some of the most quintessential traits behind evil in a way not displayed as fully with many other characters, and through a characterization that makes him dangerously volatile and wrapped up in his own emotions.