In more or less the order that I think of them:
The Daleks (Doctor Who)
The Weeping Angels (Doctor Who)
The Master (Doctor Who)
Kefka (FFVI)
Kuja (FFIX)
Magus (Chrono Trigger)
Luca Blight (Suikoden II)
Thanatos (Secret of Mana)
The Joker (Batman)
HAL 9000 (2001: A Space Odyssey)
(SPOILER)Ozymandias (Watchmen)
(SPOILER)Albert Simon (Shadow Hearts)
Anton Chigurh (No Country for Old Men)
Vicious (Cowboy Bebop)
(SPOILER)Martin Vanger (The Girl With The Dragon Tattoo)
The Operative (Serenity)
Jubal Early (Firefly)
Ben Linus (Lost)
Brother John Cavil (Battlestar Galactica)
The Cigarette-Smoking Man (The X-Files)
And probably several others I'm forgetting. Some of these are more anti-villains than villains, especially
(SPOILER)Magus, Ozymandias, Albert Simon, and Ben Linus, but I listed them anyway. All things told I think this is a fairly good mix of some of the most despicable villains in fiction with some of the more sympathetic ones.