Revolver Ocelot from MGS, because he started off as just another weird boss, revealed himself as a massive double-crosser and tactical manipulator, and turned out to be one of the central figures in the series and one of my favorite characters in it.

The mastermind in Danganronpa. Such an unconventional and disarmingly funny villain when they're revealed, but they're still charming, prodigiously intelligent, and perfectly hateable.

And oh yeah, Ardyn, just to pile it on. Went in not expecting much from him, because his design was weird and I was kind of iffy on the game at that point, and he ended up being one of my favorite FF villains in years. The perfect combination of brilliant chessmaster (without being overpowered to Caius degrees) and seemingly amusing buddy. (SPOILER)And when he wins, it actually feels like he earned it, rather than the plot saying he just had to come out on top.