Villains are awesome, and this is a tough choice but I'm going for a more unconventional approach of a villain here :
Unbreakable - M night shyamalan ,
with Samuel L. Jackson as Elijah Price
I loved his speech at the ending of the film :
"In a comic, you know how you can tell who the arch-villain's going to be?
He's the exact opposite of the hero, and most time's they're friends, like you and me. I should've known way back when. You know why, David?
Because of the kids. They called me Mr. Glass."