Albedo from Xenosaga was pretty cool, but his "gear" was really crappy so he lost points there.

Grahf is really cool, especially since Spoiler He is Lacan, a former incarnation of Fei who goes insane after Sophia, Elly's former incarnation sacrifices herself in order to save him, as is Id and Krelian, all from Xenogears.

Kefka, definitely, and Ganon too.

I'm going to say Chocobos since they were preventing me from getting something I wanted rather badly (a.k.a. the Caldabolg) which is something any good villain does.

Smithy, just because Mario RPG is a classic.

The Master Hand because I just find fighting a giant hand funny.