Who are some of your favourite evil characters?

You mean my entire list of favorite characters!?

Azula
Bellatrix
Evil Queen Regina
Nerissa (W.i.t.c.h)
Icy (Winx)
Kuvira
Lust
Isabella Gisborn
Annie Leonhart
Morgause Pendragon
The White Witch
Nehelenia
Ming-Hua
Beatrice (Umineko)

While I can't go into detail of The Killer in Persona 4, I'll just go with someone pretty similar
Yoshikage Kira from Jojo: Part 4
I'll explain more in a future article about him in December, but he was pretty much the most fascinating antagonist of any anime or manga I read back in high school. The fact that that shitty twist villain in Erased took Best Villain award still upsets me five years later

Jeanne d'arc alter from fate would be one.

Other notable ones:

Light Yagami
Juri Han
Christie (Dead or alive)
Izanami (Blazblue)
I-No (Guilty Gear)
Azula (Atla)
Shego (Kim Possible)
Beatrix (umineko)

Edit: As with everything else there's a ton and I won't mention all of them.

There is a bunch of them.

One of the Lefteris Signature Characters being a particular example. Junko Enoshima from Danganronpa. Yass Queen!

Some others would be:

Kurumi Tokisaki from Date A Live (one more of the Lefteris Signature Queens).

Mira Ellen Mathers also from Date A Live.

Najimi Ajimu from Medaka Box.

Nui Harime from Kill la Kill.

Harley Quinn from DC.

Goddess Ilias from Monster Girl Quest.

BB from the Fate Series.

Jeanne Alter also from the Fate Series.

Pain (as well as the rest of the Akatsuki honestly) from Naruto.

Sheshe and Mimi from Pichi Pichi Pitch.

Raynare from High School DxD.

Angel / Sorano Aguria from Fairy Tail.

Zancrow also from Fairy Tail.

Himiko Toga from Boku no Hero Academia.

Aku from Samurai Jack.

Venom from Marvel.

Carnage also from Marvel.

Darth Vader from Star Wars.

General Grievous also from Star Wars.

Bellatrix Lestrange from Harry Potter.

Megatron from Transformers.

Both Thanatos and Hypnos from Saint Seiya.

Beerus from Dragon Ball.

Azula from Avatar: The Last Airbender.

Zaheer from Avatar: The Legend of Korra.

I guess some of the aforementioned being more on the Neutral Side and not entirely Evil or others having been reformed but still each one having served as a Villain !!!!

Evil Saga(Saint Seiya)
Saturn(Saint Seiya Omega)
Zagato(Magic Knight Rayearth)
Light Yagami(Death Note)
Kirei Kotomine(Fate)
Raoh (Hokuto no Ken)
Nakago (Fushigi Yuugi)
Kagami (Ayashi no Ceres)
Ultear Milkovich(Fairy Tail)
Chaos Dragon Garv(Slayers)
Nerissa (W.I.T.C.H.)
Prince Phobos (W.I.T.C.H.)
Valtor (Winx Club)
Duchess Rowena(Barbie in the 12 Dancing Princesses)
Preminger(Barbie in the Princess and the Pauper)
Cassidy(Angel's Friends)
Wenlock(Barbie and the Magic of Pegasus)

I have a lot of them, but I am just going to mention him.

Bill Cosby