"Let's play a little game. I ring you, you do the job. You don't do what I tell you, THE KID DIES. You don't do it when I tell you, THE KID DIES. You don't do it where I tell you, THE KID DIES. You talk to anyone, you're late, or you let me down, YOUR KID DIES! You getting my drift?"
I was playing through Broken Age for the first time recently and the villain is so brilliantly cast. He has this horribly slimy voice that's both hilariously over the top and at the same time genuinely quite unnerving.
And a very different example, but the Dishonored series has fabulous bosses/marks. I always enjoy seeing the non-lethal options they come up with. Some feel a little forced, but just as often they're really creative.
I always liked how Saturos and Menardi are doing the right thing for the right reason in Golden Sun but they're complete psychopaths—they're Prox's best warriors—and go about their goal in the worst possible way.
Descole of the Professor Layton series. He's intelligent, eccentric, and has a badass voice.
(Possible spoilers below)
There are quite a few villains in the Ace Attorney series I would consider "favorites" as well. Not because they're likable characters, but rather because they're so despicable that they really fit the mold of a villain incredibly well, and finally bringing them down feels rewarding. Ones that come to mind include Matt Engarde, Dahlia Hawthorne, Kristoph Gavin, Roger Retinz, and Paul Atishon.