The great thing about Pokemon villains is that BY NATURE they're insanely polite. Sure, they may show up at inopportune times - but they ALWAYS play by the rules. They don't try to physically assault you or anything - they simply challenge you to a Pokemon battle and then follow the rules. If you beat them, they'll pay you money and give you items. Not following through on your promises is like Villainy 101. And Giovanni is no different - you challenge him three separate times throughout Pokemon Red/Blue, and each time he just goes along with the pre-set conditions. Nice to see some manners from the head of the most dangerous organized crime syndicate in the region.
Wheatley is a fascinating villain - an idiot AI (wonderfully voiced by Stephen Merchant) who begins as your guide and helper through the opening portions of the game. Then you have your inevitable face off with GLaDOS and Wheatley comes to the rescue...and instantly goes mad with power. At least GLaDOS had some level of intelligence - Wheatley is so dangerous because he's too stupid to understand what to do with this level of power, and mostly ends up destroying the Aperture facility and actually puts you in a position where GLaDOS is the better option.
But what really makes Wheatley special is his final moments (SPOILER ALERT!) - as the core floats aimlessly through space (alongside another core who's really excited about something, but I can't remember what), he expresses regret for his actions. He's a villain who realizes he's a villain (after the fact) and regrets it.
For a dragon named "The World Eater", Alduin kinda fails to live up to his reputation. Worlds Eaten = 0.
A dragon-god so powerful and fearsome, the only solution was to displace him from time itself and let a future generation worry about him, Alduin is certainly not to be trifled with unless you want to see true terror (another option for Skyrim players who want to be terrified: take a quick look into the modding community's unholy ability to turn everything into My Little Pony with anime eyes). But mainly, Alduin's just a cool, badass giant dragon - it's the KING of dragons, the dragon that all other dragons fear. Plus, he prevents your execution, despite the fact that you're the only one who can stop him. Alduin doesn't give a fus.
Your Rival in Pokemon Red/Blue never really asked to be your rival - but you can hardly blame him. First off, his grandpa can't remember his name AND gives him second choice of starter Pokemon. Then this weird other kid (you) keeps beating his Pokemon and grabbing all the glory, despite the fact that Rival is ahead of you the entire time and has gotten as far as he had without any special treatment (no one gave HIM any Master Balls to catch Legendary Pokemon). Plus, it's pretty heavily indicated Red killed his Raticate. All in all, Rival may not be the most talented villain (he's at the top of the Pokemon League for about 5 minutes), but he's certainly pretty justified in his cause.
Especially if you named him FART. You named him FART, didn't you?
At first, a mask doesn't seem all that threatening (even a sentient one) - but then you start to look deeper, and its truly sinister nature is revealed. Unlike Ganon, Majora has no interest in conquering or ruling. All it wants to do is destroy the shit out of the world. And it won't settle for any regular destruction - it's gonna have the freakin' MOON crash right into the biggest town in the land. Also? The Moon's gonna have a pissed off face for some reason. The negatives? Everyone will die within three days. The positives? Hey, landing on the moon should be a whole lot easier for Termina's NASA equivalent.