There are a few that come to mind although I may not remember their character names so bear with me.
I would cite Daniel Day-Lewis as well but for another movie. Specifically, I was enthralled with his performance as Bill The Butcher in Gangs Of New York. He was definitely a malevolent man but he was so charismatic, I couldn't help enjoying him as a character more than Leonard DiCaprio's character.
I also want to mention Denzel Washington but again for a different movie. I thought he was absolutely magnetic playing the lead role in American gangster although I forget his name (Frank something?). Even though he was a drug dealer and not above murdering people in cold blood in broad daylight, when I saw how he treated his mom, his family, and his wife, I couldn't help but respect the man even though I knew he had to be punished for his crimes. (Russell Crowe gives an equally great performance although he's not the bad guy so he isn't relevant to this thread)
Jon Simm as The Master in Doctor Who is wonderful. He's creepy, funny, charming, coldblooded, and is exactly as smart and powerful as The Doctor (if not moreso) so they are very evenly-matched. However, I like his performances at the end of Season 3 moreso than in the 2-part finale of David Tennant's run as The Doctor. It has more to do with the writing than with him but in the earlier season, The Master was portrayed as evil but fun. In the later appearances, the character is treated as borderline-crazy and so he just isn't as fun to watch.
I could probably come up with more if I think about it but I'll leave it at 3 for now and see what others think of my choices.