-Coolest-
Darth Vader, of course. I'll add Boba Fett. You have to be pretty cool to build up such a following with so little screen time.
Scaramanga from The Man With The Golden Gun. I can't explain it, I just love the guy. Maybe it's Christopher Lee.
Ghidrah, the Three-Headed Monster (aka King Ghidorah). That's the classic version, not the wimpy ones from the remakes. Ghidrah is the biggest, baddest monster in the universe. Even Godzilla needs help to take him down.
Jason from the Friday The 13th films. Yeah, technically he's stupid. But I've got to give him credit on behalf off all the unstoppable monsters out there.
-Most Vile-
I agree with John Doe from Seven.
Leatherface from Texas Chainsaw Massacre. The guy's a cannibal, wears human skin, and sits on furniture made of their bones!
Tanakura, the ronin from Zatoichi, The Fugitive. I'm a big fan of the blind swordsman movies, and Tanakura is the best villain in the series. He's a scruffy pig who beats his wife and drinks too much, but is great with a sword. As it turns out, better than Zatoichi.
Why is he so vile? First, it turns out he's now married to, Tane, the woman Zatoichi loves (from the first movie). He kills her when she touches his sword and, as he lay dying from his fight with Zatoichi, he lies and tells Ichi that Tane is the one who set up the ambush. He had no redeeming qualities whatsoever.
-Stupidest-
Tuco (Eli Wallach) from The Good, The Bad, And The Ugly. If he had any brains, he's be dangerous.
Any number of henchmen in stealth action games. Take the guys from Metal Gear Solid 2. You knock them unconscious and stuff them in a locker and, when they wake up, the go back to their patrols like nothing happened.
I'm playing Manhunt right now, and these guys are morons. As long as you are in the shadows, they can't see you. It doesn't matter that you may be standing in a tiny shadow in the middle of an open area, you're invisible to them. And none of them will ever go into the shadows. They'll stand right at the edge, two inches in front of you, and they can't see you.
And I'll second the Ferengi. How could anyone have thought that they'd be the next Klingons? They did become great characters when DS9 rolled around.