I'll lay a claim to Mangar, the arch-wizard from the original Bard's Tale. I always wanted to learn that spell of eternal winter he used. Just to piss off the neighbors.
Ultimas' Guardian should be on the the list - the great concept for an arch-villain. Very powerful, omnipresent, unreachable by classical means, somewhat similar to high-end devil (Satan, Mephistopheles) in Christianity. Much better than a standard "big evil fat" necromancer or demon.
The Dran Draggore from EoB2 was also a pretty cool villain