Hmm, villains are a tough call. My favorite villain of all things everywhere will forever be Illidan Stormrage, albeit recently he's not that villainous. But from comics, it is a tie between DCs Mr. Freeze and Marvel's Magneto. I like villains that can do the right thing once in a while.

Edit: also, when we say Batman, I tend to really prefer Terry McGinnis form Batman Beyond. That series was epic :)