No hero is good without an equally awesome villain, in fact, some movies tend to make the villain more lovable than the protagonists. Some franchises have the villain as the only recurring character that appears in all movies, especially horror movies where the bad guy kills everyone. Other times, the villain dies at the end, and sometimes they come back from the dead because fans liked them too much and the writers couldn't think of anyone else. In fact, some villains are notable for dying horrible deaths and coming back in the next story, like Joker does in early Batman comics.
I'll say my favorite villain is The Joker. He's scary as hell when you think about it, but the way he performs and murders people makes him look innocent and hilarious. There can be moments he's making the most hilarious one-liner, then depending on the iteration he can be cutting someone's lips off to form a disturbing smile (it has a name, I forgot it). On top of that, while it's highly considered cannon that he became Joker after he fell into a vat of chemicals when Batman was just starting out as Batman, it varies a lot. Some have it that Batman didn't do research right and thought he was the Red Hood, instead of it being a gang. Others have him as a serious criminal named Red Hood, and one version has him as a member of a normal gang. On top of that, he has no official backstory, which is what makes fans love The Killing Joke, even though most of the events in it were retconned, because it was the first to give him history, showing him as a poor man named Joe Kurr turning to a gang to help him support his wife and unborn child.