Emma Frost, because, well, damn. Of course, she's not that major a villain in gaming, I suppose. Hrmm. Not sure, really. There's a reason I tend towards being the 'Good' character when given a choice, and it's because it feels right for me. I don't know of many villain groups I could find myself fitting in with. Maybe Shinra. So I could get in the way. Or Carmen Sandiego, because being a thief sounds a lot easier on my conscience.

I'll mention Mario from Donkey Kong Jr, too, purely because Mario = Villain is fun to mention.