Loki in the first Thor movie is fucking fantastic. Watch the movie and focus on him, on how he works, his discoveries, the creation of his motivation, and his plays to reach his goal. Just fantastic development. I attribute this largely to Branagh, as he really understands telling tales with that sort of gamesmanship. Really wasn't surprised when he was fingered to be the villain in Avengers.
Of the Iron Man movies, I really think that IM2 had the best villains. Still, both Hammer and Whiplash were really held back by writing that was all over the place.
As for Nolan's Batman films, of course the Joker was brilliant. R'as al Ghul was largely forgettable by pretty much anyone who doesn't know the name before going into the movie, so pinning the villains of the third one to him was a mistake, IMO. Scarecrow was excellently done, though. As for Bane...great performance, terrible final product. Really, is there no aspect of that movie that hasn't become a running joke? Oh, and Talia was just shit.