Honestly, it depends on the story. Largely, they are either the villains you love to hate (ex: Handsome Jack) villains that are so far gone you can only hate them with every fiber of your being. Otherwise, I could break my preferences down into three more categories: 1) Villains with a Cause: They are not out to be evil or simply wreak havoc. They have a very specific goal in mind and believe what they are doing is right. Doing something for "the greater good" is a common theme for them. They could almost be considered anti-heroes, but they are just a little too far gone. 2) Evil Beyond Compare, as listed above, is pretty good in my book. 3) Supernatural/Beyond Comprehension: There is the dark entity that you never get to see or confront directly, but it permeates everything around you. While it is everywhere, you never quite understand it in full because you can't. Just knowing it is there and it is malicious is the best you can do and still live.