I agree with lots of yours, TX Girl!

"Silence of the Lambs" Hannibal Lecter/Anthony Hopkins - Deeply and truly evil and scary
"Seven" John Doe/Kevin Spacey - Chilling. Spacey is one of my favorite actors.
"Fatal Attraction" Alex/Glenn Close - Psycho-crazy
"Natural Born Killers" Mickey/Woody Harrison - Woody has some crazy-criminal stuff in his family background. His dad was a convicted killer. I think he draws on that.

One of the scariest bad guys I have seen was a relatively unknown actor in a Ron Howard movie called "The Missing." He was the evil Apache, El Brujo, who kidnapped the star character's daughter and other young girls. The actor was Eric Schweig. His portrayal of a wicked bad guy was astonishingly frightening.