Good list... but you left out the "Mystery Man" from Lost Highway and Jack Palance's character from Shane...
EDIT: Descriptions...
The Mystery Man is creepy just because he's just so
weird. Everything about him is just kind of off-balance and unreal, like something from a bad dream... It's kinda hard to describe, but this clip gives a hint of it (Although it's best seen within the context of the actual movie):
http://www.youtube.com/watch?v=vZLQW2qr5HsJack Wilson (Palance's character from Shane) is great because he's just so wonderfully, OTT evil... Perpetually grinning, taking all the time in the world to pull on his duelling glove, with a refreshing lack of compunction about blasting hapless villagers into the mud...
http://www.youtube.com/watch?v=kbVCMDfJAfQ (Palance's character is the one in black). It's the little pause before he actually shoots him that gets me every time...
Interesting side note: He got his distinctive skull-like face after being disfigured bailing from a burning airplane during the war.