[Touya]

I have to say Zechs wasn't a villain. Treize was the real villain and Zechs was only following orders. When Zechs was leading White Fang he wasn't a villain either, he was simple a tool to educate Relina.

Sephiroth is not anime. Although he was an awesome villain.

My favorite villain would be Muraki from Yami No Matsuei or Legato from Trigun. There are others that are awesome, Cain from Trinity Blood and Vicious from Cowboy Bebop are good examples but king of the hill belongs to Muraki or Legato.