Joker - Batman (more comic book than Nicholson)
GLaDOS - Portal (video game, but WOW)
Venom - Spider-Man (could've been so much more fleshed out)
Biff Tannen - Back to the Future
John Doe - Seven (because he ultimately won)
See I have to agree, because when he was killed in the next to last episdoe of season 3, I didn't even bother watching the season finale. It seemed anti-climatic. But for HBO shows, the best villian was Brother Justin from Carnivale.
I know Jimmy hates him but I thought Joaquin Phoenix nailed his role in Gladiator perfectly. He's just effeminate, brooding, incestuous, and slippery enough to make the villain interesting. Plus unlike most current villains he doesn't try to be sympathetic. You actually want him to die in the end. Commodus (yes that's his name) is basically an evil pussy with no redeeming qualities.