To me, the worst is Zemus. It's hard to feel anything about a character that appear for a few seconds in the end of the game, fight you, and die. And he don't have the excuse of "possesing Golbez's body" like with Ultimecia/Edea. He never was present in the story, it was all Golbez with an "evil personality" if you understand what I mean.

Other villains like Zemus are Yu Yevon and Necron(he is the worst).