I wasn't sure how to list the poll, so I'll just start with the basic ones I know. This question is based on the cartoons I watched back then, and I wondered what kind of villain people like these days. I kinda like villains that are manipulative and make it seems like they play by the rules of society. But when they are backed to a corner, they start making clever remarks that makes it look like the hero is the one in the wrong, or in denial of their crimes, which I did not like particularly. I wondered if there was a villain I mentioned had the same qualities, but is not afraid to admit his/her crimes, and boasts of their actions.

If there is such a thing for a Mary Sue villain, I like to know which series has that as well, even in non-manga forms.

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I find that there is no set archetype that makes a villain effective. More important is how the rest of the setting plays off the character, and how the presence of the villain effects the protagonists. But the most important thing, above all else, is that the villain has to be a solid character on their own.

The worst villains, however, are the ones on the two opposite extremes. There are the ones that are hyped up to be a big deal, but achieve absolutely nothing (and it's not done for comedy). If you follow comic books at all, villains during the Silver Ages were essentially this...cheap fluff to make the heroes look better.

And there are the ones that achieve whatever they want, but only because the entire universe and the brain cells of every character decide to take a day off. I'd say these types would be the "Mary Sue" you're asking for, where the entire story is set up to make the villain look like the biggest deal ever. Good examples would probably be from Aizen from Bleach, or Madara from Naruto.

I believe that a good Villain is someone who is straight up "otherworldly". By that I mean a being that we are unable to understand/comprehend. Example: Joker.
To me Joker is the ultimate Cream de la cream when it comes to being a villain. He is crazy. He does what he does, simply because he is "strange". He isn't after power, nor is he doing what he does to achieve some grand-scheme. He does this for "fun", and to me that is a true monstrosity. Why is perhaps the smartest comic-book hero, Batman considers him his arch-enemy? Think about it, people Batman usually faced, all had some sense logic, some kind of plan, hell a thinking pattern at the very least. And he always took advantage of it. Joker? He isn't like that, one day he decides to steal something more valuable than several billion dollars, the other day he goes for that book-store. Just like an organism, Joker is constantly making Batman to adapt to whatever shibe he is coming with.

Perhaps its unpredictability that is so appealing to me?

Another good Villain I've came across was "Mikael" from manga named "Ares". A prince of a country called Isiris, decides to join a mercenary legion (to gain battle experience) in the neighboring country of Chronos. There he meets several people(Ares, Baroona, Robin and Gohg) who become his friends. As he battles for Chronos, his father dies and he is forced to retake the throne from his uncle who is trying to usurp his position as crown-prince. Once he retakes Isiris, his ambition is revealed: he wished to conquer the world for Isiris (think Hitler and Germany here). However, by that is he forced to invade a country where he met his good friends.
What I loved about this story is that, to the bitter end, Mikael cared deeply for his comrades he met in Chronos. Despite him being villain that wanted to conquer the world, we got to see another side of him. Just like any other decent human being, he showed remorse of what he did, yet at the same time he could not go against his ambition.

Literally, I almost cried when I read the story.

The last villain I'm inclined to mention is: Asura from Soul Eater. He represented madness, and went with the flow with it, kinda like Joker. His madness was in fact his cynical view of reality. He believed that "wrong" was "right" simply because it existed/was possible. However in reality his madness was sprung from fear of uncertainty. He was afraid of the "unknown". As long as everything was in balance and order, everything would be alright. However, later he realized that world he lived in, was in fact a huge mystery, with too many uncertain factors.
What I loved about him was how he implied all the time, how his new will (madness) was always clashing with his old will (pre-madness).