More serious answers:
The Joker (Batman): Goes without saying. He's just one of the most classic villain, versatile enough to be interpreted in many different ways, with quirk and style and pathos tossed in. He also looks less threatening, while being very dangerous in his own way.
Dark Phoenix (X-Men): A good person corrupted unexpectedly by unfathomable power, choosing to end her own life rather than continuing to harm others. Murderer of 6 billion asparagus people + assorted and sundry, after she ate a star or three.
Elektra (Daredevil): Another villain who gets a conscience and pays for it. Phoenix is about raw power and control, Elektra is fluid grace in motion. If only she hadn't fallen in love with Matt Murdock... Comes across as an ISTP/INFJ blend type -- maybe ISTP with high-developed Ni and some Fe awareness?
Megabyte (Reboot): Voiced by Tony Jay -- a beautiful cultured, melodious, but threatening voice. He's the quintessential megalomaniac ENTJ who wants to control all of Mainframe... but so much classier than his crazy cousin/sister Hexadecimal. Hyperlogical. You can almost respect him, because he's REASONABLE. Well, except for him being in charge of everything.
I love supervillains; maybe later I'll toss a few more in.
EDIT: Sorry, had to come back NOW... I forgot a great one:
Sylar (Heroes): Played by Zachary Quinto. If you've never watched Heroes, you need to watch it to see Sylar. If you did watch Heroes, probably one of the reasons was BECAUSE you wanted to watch Sylar. He's a villain who makes a tortuous route back and forth between good and bad. His power is to basically emulate the power of any other powered individual whose brain he can examine closely; unfortunately, this usually meant killing anyone whose power he was learning. For long time, he was essentially a kind of twisted Pokemon master -- "Gotta collect 'em all" -- and just getting more and more powerful, the more abilities he accumulated.
Better yet, one can easily make the case for him to be a very detached INTP type.