Hannibal Lecter in Silence, hands down... The guy is on screen for like 15 minutes and he's STILL giving people nightmares!
Honorable Mentions:
Vader... but mainly from Empire... "I have altered the deal. Pray I do not alter it further."
Satan in The Exorcist... is there any villain greater than the Devil? Besides Lecter, of course...
That mysterious band of trackers from Butch Cassidy and the Sundance Kid...
Dennis Hopper's character in Speed... "Interactive TV, Jack! The wave of the future!"
Gary Oldman. In anything.