I liked Yami Bakura. Next to Pegasus he was the most amusing villain. Plus he and Marik were a very beautiful couple.
GX actually had a really good villain in Sartorius. He was a fortune teller who used a deck based entirely around these Tarot-like cards. He knew which way every card would land and what effect they'd have so he would more or less make you destroy yourself.
He has a zero turn kill. He never got his turn and he still beat his opponent. That was so goddam awesome.
I'm gonna be skipping 5D's though. Zexal actually looks kinda cool.