If I had to pick one, I'd say for sure it's Dio Brando from Jojo's Bizarre Adventure, he doesn't have the most complex goals, he's not even the most powerful or twisted, but fuck does Dio have fucking presence, he's the most entertaining villain I have seen ever. If Dio was at all in an episode, I would feel an extreme fuzzy feeling.
For a second, maaaaybe Kyubey from Madoka Magica, although, it's sort of hard to classify him as a villain.