I know there are probably several more out there, but these are my personal favorites.
I know there are several different renditions of Catwoman and I haven't experienced most of them, but whenever I do see her, she's awesome.
I thought Maleficent was cool when I was a child, I think mostly because of the crow. But she just looks cool, and has crazy powers. I mean, she turns herself into a dragon. And the new movie just made me appreciate her more.
3) Bellatrix Lestrange
I might just be biased towards Helena Bonham Carter, but her portrayal of Bellatrix was phenomenal. She's crazy, wicked, and very powerful. Everything you want in a good villain.
I wanted to show you guys some clips of awesome Azula moments, but all the ones I found don't even measure up. She's 14 years old, princess of the Fire Nation, and absolutely terrifying. She's a crazy good firebender, to the point that her fire is actually blue because it's so hot. Not only that, but she's clever. And ruthless. But she also has a back story and the makers of Avatar make it clear that she's not just a war machine; there's an actual person in there somewhere. Deep down.
I'm not a comic book reader so I'm probably missing out on so much, but I always had a thing for Mystique in the old X-Men movies and I think the new ones really help shape her back story. She's a force of nature and it's amazing.