Just played through Deus Ex again and although he seemed interesting in the beginning, he turns out to be just another goon so he's not that good of a villain.
Here's one of my favourite movie villains of all time:
Irenicus, easily the best villain from any game. And I would put Baldur's Gate easily in my top 3 games ever.
I want to play through that game again. The best way to play through is to solo as a Sorceror though. It really makes you feel like a fucking Child of Bhaal.
“The world did not receive me. Those I chose turned from truth to perversions. I persisted. I built a whole world for them to inhabit, and when they would not, I built another world to bring my people to them. I came myself, embraced all of Dominaria, welcomed every last creature into my touch, but they reviled me. They called me, ‘destroyer,’ and Gaea cast me down.”
“I was a god, truer than any. I will be a good again soon.”
“I am Yawgmoth.”
Gotta respect a guy who pretty much clawed his way from ordinary dude to godhood, invaded a world by dumping another world on top of it, and survived a weapon that should have erased him from existence.
At the Academy rewards I still remember her beating both the T-1000 played by Robert Patrick and Alan Rickman's Sheriff of Nottingham (from Terminator 2 and Robin Hood: Prince of Thieves, respectively) for the best villain award.
From The Hand That Rocks The Cradle,
Rebecca De Mornay in her most famous role. I remember hating that character's guts the way I had never felt toward any character, male or female. If you don't know why, watch it! I'd hate to spoil you. Special mention should go to Kathy Bates in Misery (a close second) and Alicia Silverstone in The Crush (a not as close 3rd) for other chill-inducing whacked out female villains.