RetroGaming

I know this is the ultimate cliche answer, but it's gotta be Sephiroth for me. The original FVII just caught me at that perfect time.

Spoilers ahead...

When you play through FFVII (the original, that is--I haven't played the remakes yet), you only just hear about Sephiroth at first. Then you see some of the carnage that he's caused: the President of Shinra dead at his desk and the super difficult snake boss piked on a giant stake.

In one of the flashbacks, he's doing freaking research. That sounds boring and bland, but it was a level of depth to a villain that most people (or at least I) had never seen before. In another flashback, Cloud as a new recruit is with Sephiroth, and the difference in power is incredible. Sephiroth makes child's play of this enormous dragon.

The final battle(s) is fantastic, and his theme song--hinted at throughout the game by Uematsu's classic score--is iconic. Phallic imagery aside, the Masamune blade is simple but super cool. And he freaking kills Aerith?! Can he do that?! A friend of mine stopped playing the game for weeks after he got to that part.

A lot of these things are super common in games now, and I know there are several games before FFVII that had characters with this amount of depth (FFVI comes to mind), but Sephiroth is just the coolest, man!!