A few interesting baddies in recent years:
-General Zed in Man of Steel. I think that Michael Shannon almost steals the movie with his determination and considering that after all he just tries to save his own kind;
-Chigurh, the unstoppable evil henchman played by Javier Bardem in No Country For Old Men - proof that you just need an horrible haircut to make a great baddie;
-Lady Eboshi in Princess Mononoke, the proto-capitalist charismatic lady who destroys the forest and drives animals to their extinction while at the same time taking care of her people.