I got three nasties as well:
The first is from an Aberrant game, White Wolf's superhero 'prehistory' for their AEON Trinity SF game. The group is fairly low-key, trying to keep their powers secret so they can have a normal life. The bad guy, Nemesis, doesn't care about normality; infact, he goes out of his way to mock, belittle, and ultimately destroy it. Of course, he is constantly brought into conflict with the characters. The problem is (for the party) he has the ability to create new powers in himself for short periods of time. This means he has literally every power in the book at his beck and call, at least for a few combat rounds. He's sort of like a racist, terrorist Ultra Boy. What makes him so good as a villain is his Mega-Charisma, and the fact that he's sort of right (in a totally psychotic and violent way, but he's still right). The group has a hard time saying decisively that he's wrong in what he's doing, so he's never been fully put down or put away.
The second villain was only around for one session, but he left a lasting impact. The party was on the road to an ancient city, and on the way a terrible storm swept through the area. In the distance, a manor could be seen on a hilltop, so off the party goes to try and get some shelter. Inside is a nice country home, lots of art (portraits) and a genial host, Lord Scarsdale. One of the party members is aristocracy, and agrees to sit for a portrait while the storm is keeping everyone there. Of course, Scarsdale is evil, and is in the habit of stealing people's souls while painting their portraits, and trapping them in the paintings. The party couldn't believe that I'd created a villain that did something that evil and got absolutely NOTHING out of it. He didn't get immortality, or dark boons from an evil deity, or anything like that. He just liked trapping people's souls. They still talk about him, and this was over 10 years ago (real time).
The last villain was in the same campaign, and is one of the oldest chestnuts: the evil twin. For those of you familiar with Central Casting, the aristocrat listed above had gotten a random background event at birth that gave her an evil twin that had been taken away at birth and raised in secret. This twin was raised to be the opposite of the character (who was a NG elven wizard), and then let loose on the world. The character was (of course) constantly blamed for crimes she didn't commit, and even arrested once for petty theft. The real conflict came into play after she had met her twin for the first time. After a brief altercation (the twin had seduced, then robbed, a party member), the twin got away and the party couldn't find her. Then, about a month later, the party got word in a tavern that the Crown Princess of Celene had returned to her home to celebrate her grandfather's 800th birthday. Needless to say, the REAL Crown Princess was kind of shocked. The party was forced to sneak into Celene disguised as celebrants, they had to outwit an evil adventuring party disguised as THEM, and they had to prevent evil twin from killing off her father and grandfather and taking control. Eventually, the real truth came out: the evil twin was actually half of the Princess' soul, and their separation was part of this bizarre duality cult's experiment with good and evil. The cult separated the soul in their mother's womb, took the first baby to be born away, and led rescuers to the mother to find the second baby safe and sound. They then allowed the one to grow up as her natural inclination suited her, and raised the other themselves (again, as her inclination suited her). In the end, the two princesses fought, the PC won, and the evil twin was absorbed back into the victor's form, making her whole. The whole villainous plot took a while, but it really all paid off.