In no particular order:

Saren Arterius (Mass Effect)
Zachary Comstock (Bioshock)
Magneto (X-Men)
Ra's Al-Ghul (DC Comics)
Haytham Kenway (Assassins Creed)

All of these are up on my list because they are villains whom act for what they believe to be the greater good (Comstock not so much, but I just love the twist).