I list these as they come to mind.

1. Light Yagami (Death Note)
2. Hannibal Lecter (Red Dragon Series? Not sure what the novels are referred to as.)
3. Alex "DeLarge" (A Clockwork Orange. Maybe not a 'villain per say, but y'know.)
4. Norman Bates (Psycho)
5. Freddy Kreuger (Nightmare on Elm Street, just because I can.)