Alot of really good villians mentioned so far I see, Scorpius, Keven Spacey in They Usual Suspects, Tim Roth in Rob Roy and Gregor Clegaine are all very good.
My particular favorites however are probably Tywin Lannister and Little Finger from the A Song of Ice and Fire series. Truly evil and sadistic men.
Spoilers: If you haven't read through A storm of swords yet and don't want anything spoiled best if you stop reading now.
Lord Tywin once upon finding out that his son Tyrion had secretly wed an orphaned Crofter's daughter forced his elder son Jaime to lie to tyrion and tell him that Tyrion's meeting with her had been all a ruse, that she was a prostitute who Jaime had hired for him. If that wasn't bad enough Tywin then had his many of his soldiers rape her giving them each a silver coin to pay her with. To top all that off he made his son Tyrion watch while it happened then made him take her as well and give her a gold coin since he was a lannister and worth more. This is just one of the many evil things lord Tywin is guilty of, ranging from betrayal to murder of children. Most of these crimes committed simply for the sake of his pride.
As for Littlefinger a never ending littany of betrayals. Several acts of murder, though only very rarely will he do the deed himself. He shamelessly used then murdered a woman only to gain control of her lands. Not only did he kill her, but when he did do the deed he told her that "There has only ever been one woman that I truly loved" then he said her sisters name and pushed her off a cliff. I could name many more vile deeds, but it would take too long and several volumes.
