Enemy Mine: Louis Gosset Jr. as the andogynous alien.
Aliens: Bill Paxton as the whiny marine. ("We're in some cherry **** now!"). Maybe he just had good lines, but came off as the most interesting character just the same.
Most of the Star Wars movies: Ian McDiarmid - the emperor / Chancelor Palpatine
Blade Runner: Rutger Hauer as Roy Batty. Again, maybe he just had good line, but still.
LotR trilogy: Ian McKellan as Gandalf.
X-men/X-men 2: Ian McKellan as Magneto.
Fifth Element: Chris Tucker as Ruby Rhod (comedy roles count too, right?)