Techinally they're video game villains but Sephiroth and Genesis from Final Fantasy VII (Crisis Core/Dirge of Cerberus). For anime Knives from Trigun is pretty hot...*sigh* why do I always like the messed up in the head ones? Haha. Vergil who's also from a video game- Devil May Cry is hot too (though he's just kind of lost, not really a villain, but at the same time he is).
Sephiroth, definitely Also, the brothers from the Advent children, can't remember their names though. I also like Dr. Mawaki(?) from Descendants of Darkness.