Don Vito Corleone. He's evil; the book certainly doesn't portray him as a good guy in any way. However, he's that extremely rare bad guy: relatable. I know many, many people who share the Godfather's philosophy. It's even got history on its side--in a number of ancient cultures he would have been considered a perfectly fine, upstanding head of the family. He could easily be a real person.
The thing is, no sane real person thinks they are evil. It's not possible--you either are sane, or think you're evil, one or the other. And I say this as a person who's faced that choice. To me, the "I'm so evil" crowd simply comes off as childish--they want to pretend they're evil. There's a reason the epitome of this genre of villain is a clown. The REAL evil people always think they're doing the right thing. It's the paradox of evil: the only way to accomplish truly evil actions is with the certain belief in their moral necessity.
Going for the childish evil folks, there's always Negaduck. He's a favorite of mine because he demonstrates the significance of choice in morality. Darkwing Duck and Negaduck are different in only one way: DW thinks that being a hero is better for his image, while Negaduck thinks being a villain is.
There's also that freaking racoon from Animal Crossing--Tom Mook or something like that. Or, more specifically, the fan fiction story of Animal Crossing. I've read some terrifying stuff; my family read Edgar Allen Poe the way many read Dr. Seuss. It's how we learned to read. Lord Byron's poetry is an old friend. But that story was messed up.
Then there's Morgoth. How many people in this list have gone up against not one but multiple gods (okay, Valar, but it's equivalent) at the same time and won, not once but repeatedly? Unlike most bad guys he was never actually defeated; at best, he can be considered exiled.
Daigotsu is an interesting case. He's evil. He knows it. He serves the embodyment of evil. However, he convinced the rest of Rokugan to accept that his morality, while certainly twisted, was no more different from the other clans' morality than they were from each other. He's unabashedly evil--but he is so through a complete rejection of the morality of those he opposes. Most bad guys, particularly of the "I'm so evil" ilk, do the opposite of their foes' morality--which means they are still chained to it. Daigotsu isn't. He quite honestly does not care about their morality. A rare trait in either good guys or bad guys.