Some other great villains:
Arthas: the scene where he killed his father was epic. Arthas was a great villain from beginning to end, when he sat at the top of the world as the new lich king. Just totally awesome.
Kerrigan: She isn't mentioned enough, but there was a great plotline around Kerrigan and her fall. Kerrigan was just completely dark, evil, and powerful, decimating her enemies at every turn. I can't wait to see her story continued in Starcraft 2.
Diablo: Doesn't the name say it all? Total evil destruction machine.
Ganondorf: He may not be the deepest villain ever, but he was dark, manipulative, and one of the few villains to actually succeed in his evil plans (at least for 7 years until Link wakes up again). He turned an entire town into soulless zombies, and destroyed and conquered much of the world, while claiming the power of a god for himself. Not only that, but because of that godlike power is an immortal. Plus, his final form in OoT was just awesome. He, like Kefka, wasn't born with super powers. He twisted, destroyed, and manipulated people to gain his godlike abilities.
