My favorite FF villain is Kefka, because Kefka.

He did some stuff that made me mad and want to kill him, and then at the end of the game when I killed him I was all like "...wow, I really wanted to kill him. Maybe that means he is a good villain?" And then I answered "Yes" to my own question. You might think I have Multiple Personality Disorder, but no, I just like talking to myself. The TFFer with Multiple Personalities was Mike anyway.