Ghaleon from Lunar 1 and 2 - he was plain badass. The whole first game he does nothing but manipulate you from the beginning, but he truly shined when the sequel came around. He fights you several times but he's really on your side, only because the game's real villains are unworthy of the world in his mind. even if he's unable to claim it for himself, he makes sure no one else gets the prize he lost as well.
Irenicus (Baldur's Gate 2) - an incredibly human character for a villain. His whole fight is simply for survival. He is a criminal, yes, but he was given an incredibly awful for his crimes. His life and humanity are slowly fading from him and he actually steals the soul of your character to keep himself alive (and then you start going through similar to what he's suffered for years)
The Master (Fallout) - another truly great villain. You never really find out his origins but he's a villain who truly believes what he is doing is right. (Heck, if you're character's smart enough, you can actually convince him he is wrong)
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