Ooh, nifty concept. Here's my five, in no particular order:
(oh, and damnit, Ant - you had to go and call dibs on Alex DeLarge, eh?

)
1. Jon Irenicus- from Baldur's Gate 2. Badass uncaring villain willing to do whatever, and I mean WHATEVER it takes to regain immortality and power, preferably by including the main character and his/her friends in twisted, painful experiments. All his plots, villainry and unspeakable atrocities only make the final endgame triumph over him that much sweeter.
Quote: "I cannot be caged. I cannot be conquered. Understand this as you die, ever pathetic, ever fools." - said offhandedly as he slaughters several powerful Cowled Wizards without so much as breaking a sweat.
2. Deadpool - from Marvel Comics.
Strictly speaking not a villain, but sure as hell not a hero either. Fast-talking cheerfully homicidal mercenary with a penchant for breaking the third wall, willing to do most jobs as long as someone pays him.
Quote: What isn't quote-worthy from this guy? Nicknamed "The Merc with a mouth", uses his banter to distract enemies
3. Hannibal Lecter- from Silence of the Lambs, and other movies.
Rather obvious, methinks. Anthony Hopkins' portrayal of this charming, cultured and utterly ruthless cannibalistic serial killer still gives me the shivers.
Quote: "Tell me, Clarice - have the lambs stopped screaming?"
4. Mister Teatime- from the Discworld novel Hogfather (and the movie adaption).
Cheerful, friendly and twisted, graduate of the Guild of Assassins, Mister Teatime would much rather kill you than look at you. His morbidly funny obsessions crack me up every time.
Quote:
"Teatime: - I like animals, sir.
Lord Downey: - Indeed. I have a report here that says you nailed Sir George's dog to the ceiling.
Teatime: - Couldn't have it barking while I was working, sir."
5. Odin/Mister Wednesday- from American Gods, by Neil Gaiman
Manipulative but likable bastard. The way he appears to be one of the main good guys while secretly engineering a mass slaughter of gods to fuel his own rebirth, even to the point of sacrificing himself and his son, is simply masterful.