Mine is Kurgan from Highlander.
Looks epic and still just a harder to kill human. Best is his scary side is just how little he cares about others, not some superpower. And we all know there are some like that, and we could run into one any day.

What is yours and why?

definitely either Vaas Montenegro or tartaurus from halo 2
the main reason i like Vaas: www.youtube.com/watch?v=vtGaj908Di4

Magnus Armstrong -- No One Lives Forever

Claude Florentine - Realms of the Haunting

Wallace Breen -- Half Life

Hans Gruber and the Sherrif of Nottingham. ... Or in other words: villains played by Alan Rickman. :-)

Oh, i like that actor , Hans Gruber is so cool villain.

I think the best thing about the Kurgan is that he isn't exactly evil, at least not in the way most villains are. He's not after power or money or revenge. He has no grand plan. All those things are pretty much meaningless to him. He just wants to have fun, and for him that's fighting and taking whatever he wants in the moment. He literally predates any ethics. He even dies with a smile, because he had a good run and winning never really mattered to him much.

Still, my favourite of all time would probably be Khan. KHAAAAN! Honestly, Ricardo Montalban is just superb in the Wrath of Khan. I can't think of any other villain whose pure hatred of the protagonist would be so palpable. And he just revels in it. It's pretty much the only thing that keeps him going, and he knows it.

"I've done far worse than kill you, Admiral. I've hurt you. And I wish to go on hurting you. I shall leave you as you left me, as you left her: marooned for all eternity in the center of a dead planet, buried alive. Buried alive." - that's just stuff of villain legends.

Spammer, please disregard this topic...

Just kidding! (Although it seems like too many topics get accused of being spam that shouldn't be.)

I'm thinking I'll take the gargoyles, including their king, from Ultina 6. You can, of course, kill them easily just by casting the one spell that isn't listed on the reference card (and I believe isn't mentioned in the manual), but (un)fortunately, you can't beat the game that way.

Dracula from Castlevania
Natla from Tomb Raider
Kain from Soul Reaver
Vega (Claw) from Street Fighter

Gul Dukat from DS9

Henry Cavil aka "One" from RDM BSG

Megatron from Transformers and Beast Wars.

Davy Jones from Pirate of the Caribbean if I have to name someone right now.

Latest is FF XV's Ardyn, quite tragic and charismatic, purposeful villain.

In a video game? Kefka. He's the bored, underchallenged smart kid. Who then takes over the world and gets bored so starts cults to himself. And is still bored so just starts wrecking it.

(Cut from the same archetype cloth as many interpretations The Joker, but done better, IMO. Especially since he's the main character of that game, and it's rare for the main character not to be a player character.)

Joker played by Jack Nicholson.

Not S.H.O.D.A.N.?

If we're talking about game(play) villains here, I can only point out the most odious, polymorphic villain of them all: the insidious countdown timer!