Best
Hela (Thor: Ragnarok) - They made her so badass.
Bucky Barnes (Winter Soldier) - Pretty cool how they introduced him.
Worst
Dormammu (Dr Strange) - All that hype and he looks like a piece of wood who begs Dr Strange
Apocalypse (X:MEN Apocalypse) - Not part of MCU but highly disappointing. He sucked too
Hela looked good, but she wasn't threatening at all. Cate Blanchett is a good actress, but she just camped it up a lot like she was playing a villain in Batman Forever. Wasn't impressed.
Some of the best Marvel villains were not even costumed. I'm thinking Alexander Pierce (Robert Redford) in Winter Soldier and Helmut Zemo in Civil War.