Joker from Batman is the greatest villain ever. I would of said that even before all the "why so serious?" fanboys jumped on board after Dark Knight. Batman gets all the greatest villains - almost any of his villains could be the main bad guy for any other hero's story. Sephiroth killed aries so he gets a nod too.
First guy that comes to mind is Scorpius, from Farscape (not an anime). He's extremely charismatic, understandable and can be totally empathized with, all the while being an extreme jackass a douchebag towards the protagonists of the series.
If you want an anime example, Nerval from Sora wo Kakeru Shoujo, for similar reasons.
Or maybe Duke Zarlisch from Tytania, although in that series it's rather ambiguous as to which faction is the "good guys" and which faction is the "villain".