I don;t really follow much fiction these days (mainly into comedy), but here's some of my faves.
The Joker (comics) - Failed comedian, dead family, scarred in acid. Healthy cocktail. The Joker in the comics is at his worst a terrible flat character who kills people randomly, At his best a genius madman with a scheme somehow creeping through his head. It all depends on the writer. Alan Moore's The Killing Joke is an excellent example of The Joker, he is Batman's true antithesis. He is truely insane but he reveals how insane Batman is by reflection. In post Death in the family comics we get to truely judge Batman against The Joker, this madman who had gleefully murdered Robin, constantly pushes our hero to the limits mentally. The joker, an enigma who reinvents his personality the further his insanity kicks in, a true villain he can't truely die.
He was great in Dark Knight and the animated series, he was terrible in the 60's and Burton movies. He is just bonkers and exists only to play the eternal chess game against Batman.
Davros (Doctor Who) - HISTORY LESSON TIME. The Skaro war, the Thals vs the Kaleds. In a secluded bunker one Kaled scientist and their scientific elite began working on plans for their race to survive the impending radioctive holocaust. Davros is perhaps the truest fictional Hitler in television. He is an expert manipulator, in his first apperance we could see him manipulate those around him with his arguements, how strong his beliefs in his cause were. A fantastic character shown as an equal and opposite to the naive idealistic Doctor, we have a scientist, a man of learning and knowledge twisted by a perpetual war, grown insane and bitter due to constant betrayals and failures, who is based around very real (and therefore very frightening) ideals, made all the more powerful in the current climate. He wants his race, his people, his kind to continue existing as the supreme (only) race. Born from Britain's post-war fears and nightmares, he is the ultimate symbol of hatred and venom.
Cobra Commander (G.I. Joe comics written by Larry Hama) - The American dream, an average man achieving success through independant hard work, get married, have children and live the life. This was the goal of one man, but events would take a turn for the worse. His brother would be killed in a car accident, crashed into a car carrying the family of a soldier returning home from Vietnam. His used car business would fall under hard times and through a simple mistake, would attract major tax issues. His wife would leave him, and take his son while claiming damages from a man now struggling to afford anything. He would lose it all, fake his own death and retreat. Through various pyramid schemes and recruitment drives in middle america he would attract the support of America's disillusioned, people he would forge into his army. Cobra. Cobra Commander is the american dream gone wrong, Cobra the ultimate Militia movement. His origin is something very real and believable, he is a tragic villain. The more powerful he becomes, the more he is in over his head. He is a former car salesman, yet he becomes leader of a terrorist organisation, ruler of his own country (Cobra Island) and is... driven insane. I made sure to mention Hama's comics specifically because he does what noone else has, he keeps Cobra Commander human, throughout the 80's comic run we see Cobra Commander get driven insane, and at times Hama allows us to feel sorry for him. Other writers have a habbit of portraying him as a cliche madman/dictator, Hama gives him depth, and makes him believable.
These three stick out in my heads.