Offhand, I'd say Randall Flagg (unless I can think of someone better).
Not only is he evil and dangerous (hopping across various stories causing his mischief), but he's interesting, and intelligent.
Have you ever noticed how villains make observations about the world that they then go on to tell the heroes, who might be too idealistic to realize it?
Randall Flagg kind of does that for me--and mixing truth with lies REALLY makes one scary and dangerous, and thus a better villain.