Colonel Tavington is one of my fav villains/villain names
also liked:
Dr. Doom
Dmitri Ravinoff (Raven)
Darth Vader
Megatron
I like them all
Edit: OMG I just read the rest of the posts and I have to agree with a bunch of them:
anyone with the name "Devastator" has a bad ass name.
Deacon Frost is a cool villain name
I'm going to include Grand Admiral Thrawn (doesn't get much more bad ass)
and of course: the Fett man (Boba Fett)