My favorite villain is not a single character, but a collective: specifically, the Borg Collective from Star Trek.
When something gets the attention of these cyborg zombies, they swarm their target and do everything in their power to consume it and convert the victims into more of them. What sets the Borg apart from your standard space locusts is their adaptability: they can learn and change to become impervious to anything you throw at them! This makes them absurdly difficult to deal with, as any weapon wielded against them will only work once or twice, and never again. You can't blast them, you can't negotiate with them, and you can't outrun them. It's downright terrifying. Star Fleet has many encounters with these cybernetic terrors, and while the protagonists of the various shows always manage to come away from these episodes unassimilated and alive, they are never truly victorious until the end of the Voyager series, and even then the Borg still exist in some antagonistic capacity.