Too many to count really...

For cosmic horror:
Lavos, Nyx, Nyarlathotep, Jenova

For straight up evil:
Kefka Palzaao, ExDeath, Luca Blight, Lucavi, Zanza, Ganon, Kuja (his goal is still largely self-serving), Kandori, Sigma

For Ambiguous/Well-Intentioned Extremist:
Sydney (Vagrant Story), Weigraf, Grahf, Albedo, Krelian, Ramsus, Jedah, Yuriko/Lilith, Big Boss, Emperor Barbarossa, Goddess Myria