Solus zos Galvus, moreover known as
Emet-Selch, is that villain for me.
At first, Emet-Selch seems like your typical want-to-destroy-and-rebuild-the-world kind of villain like what the Ascians were built up to be before. However, over time, you learn that he's had a life just like everyone else, and he really misses his kind and just wants to go home again. Given, his methods are mortally dubious, but you can really feel his pain. Even with his ideals conflicting with the protagonist's, he still becomes close to you and gives you the time of day to talk with. It accumulates in the end with a grand final battle against him, and how it truly feels like the victor is the hero of the story, and the loser, its villain. Before that, he had also recognized you as a reincarnation of a former friend of his.
Even when defeated, he accepts his loss, and he simply requests of you, "Remember us. Remember that we once lived." When the WoL/WoD nods and honors that request, Emet-Selch's final moments are coming to terms with it all, and as he dies, he does so with a genuine smile. It's a bittersweet victory, but still ultimately what you had to do in the end.