Zangetsu,
Yeah, but you know, I was disappointed that Knives only appeared on screen during the last three-or-so episodes in the anime. I know he probably appeared more in the manga, but in the anime, Legato tended to fill the role of big bad more.
My favorite anime/manga villians:
Pride (a.k.a. Fuhrer Bradley) from Fullmetal Alchemist
Kimbley (Crimson Alchemist) - also from FMA
Envy - FMA again
Archanfel - Biobooster Armor Guyver (ridiculously powerful and badass)
Dietrich von Lohengrin - Trinity Blood
Gin Ichimaru - Bleach (as if my avatar isn't any indication
)
Diva - Blood+ (I wouldn't mind being her Chevalier
)
Light Yagami - Death Note (he's so deliciously sociopathic; doesn't give a shit about anyone, even his own family, and he's the protagonist; sweet!)
Ran Asuka - Devilman Lady
Gendo Ikari - Neon Genesis Evangelion (total and complete prick)
Shinobu Sensui - Yu Yu Hakusho (one of the most inovative and engrossing antagonists I've ever seen)
I was thinking about adding Jin Kariya from Bleach's Bount-arc. He was sort of cool, but I hate that ridiculously long filler series too much, so screw 'im.