Best villain of the show?
For me its Ramsay hands down, he was sadistic as fuck, he broke the minds of his victims, he skinned them, he played with them, and he was so damn entertaining as a bad guy to watch.
One of my favorite moments of his is when Theon's sister sneaks in to break him out and Ramsay comes to them shirtless and bloody saying "This is turning into a lovely evening", then pulls two daggers out and starts slicing.
Joffrey is also a good one just cause he was so fucking unbearable you desperately wanted to see him die. But in terms of entertainment and bad assery and being sadistic, Ramsay's got my vote.