Really hard for me to say, especially when it's a bit hard to judge who exactly the bad guys really are.
Lost seems to have had a few, depending on how you viewed things. There were certainly at least a few foils: Ethan, Goodwin, Mikhail, Keamy, and Radzinsky. Then there were more major players in both Ben and Charles, who were for the most part only in a war with each other. Overall, though, there was the Man in Black, and even then, as with pretty much every character in the show, it was all shades of grey. Maybe my judgement is a bit clouded since Locke was my favorite character and I find Terry O'Quinn to be such a good actor, but I liked the MiB a lot. Then again, I think Lost was awesome in a lot of ways that just fit together so well. It would be hard to explain why one aspect is good without any of the others to support it.
Voldemort, from Harry Potter, is one villain who I have some mixed views on. On the surface it would seem he's a very one-dimensional character. It is a bit disappointing that none of the movies could really delve into him as much as the books did(same for stuff like Snape). I also can't help but wonder whether the MiB was based off of him slightly, what with the phrase "He-who-must-not-be-named".
Although it would seem we'd still never met him, Red John from The Mentalist seems like a good villain. I'm not sure if any other fans have already thought of this theory(probably), and I'll bet it's highly unlikely, but I've thought it's possible that Red John is actually a sort of split personality Patrick has. Perhaps it's just an idea that they've played with - to me it seems it's at least been somewhat hinted at. Then again, maybe that's just supposed to more be a theme of duality.
Once upon a time seems to be taking after Lost a bit, though it's still certainly its own show. Learning about Mr. Gold a bit more was interesting, and since then he's become my favorite character on the show overall.
EDIT: Whoops - seemed I had a brainfart and skipped over the word "movies".
Guess I at least mentioned Voldemort.
_________________
About suffering they were never wrong,
The Old Masters: how well they understood
Its human position; how it takes place
While someone else is eating or opening a window or
just walking dully along...