Title says it all. Do you have a favorite villain? Are there any that your character would have sided with, given the chance?
My personal favorite was Mercer Frey. He seemed much smarter than Karliah, who only produced one little vial of poison after twenty years of hiding. Also the way he seems to be playing with you. He leaves his plans out spread out on his desk, and Karliah comments how he's taunting you in the dwemer ruin. I think every character I play the thieves guild questline with would have joined Mercer, given the chance.
I also like Harkon and Miraak, but I would only want to join them on evil characters.
There wasn't enough interaction with Harkon or Miraak for me to really get into them as villains. Mercer Frey really ticked me off. I loved hating him, and I enjoyed taking him out. I thought he beat me the first time I fought him, because he turned invisible right as I fired a bolt with paralysis poison, and he just stayed gone. Then I realized he was invisible and paralyzed somewhere. It was fun smacking around in the water til I found him.
Although there wasn't a big boss battle, I really liked Astrid. Probably because it evoked conflicting emotions. On the one hand you hate her because she's obviously a control nut. On the other hand I felt sympathy because it was very obvious her world was crumbling all around her and there was nothing should could do about it.
Mercer Frey is a close 2nd. Only reason he isn't #1 is because I loathed him from the start to the finish...so much that every NPC voiced by him I avoid.
I like both of them. I also liked the twist with Vyrthur; it wasn't the falmer controlling Vyrthur, but rather Vyrthur controlling the falmer. I felt for the guy when he says he was doing all of this because he felt Auri-El betrayed him. Ancano didn't really have depth, but his power hungry attitude was refreshing.