Always the most complex ones. You actually understand and slightly care for what they're doing. A great example is Otto Apocalypse from honkai impact 3rd. He's such a complex character that I can't explain everything in one thread post so I'm going to simplify.
All the things he did, from performing horrific experiments on children, deleting the memories of the original main protagonist, to literally killing off characters if he deemed them not necessary to his plans. It was all so that he could bring back the only person that he'd ever loved, Kallen. That's the basic gist of it. 500 years of waiting for the perfect opportunity to revive someone who died is something extraordinary. That's why he's my favorite written villain when it comes to fiction. He wasn't evil in start, just a sickly boy who wanted to share his inventions to the world.