There's literally a lot to say about each villain since they each bring a different reason to like (almost)
Ganon - Main villain, a sort of nobody to nightmare since he went from bandit to the most feared name in Hyrule.
Dark Link - An evil counterpart of Link, who can fight him on equal terms.
Agahnim - Nothing much to say since he's either a host of Ganon or Ganon in disguise... or both.
Wait... what about the Nightmare?
Twinrova - Not really a main villain in my opinion, since she's not a final boss despite being the "chess master" of the Oracle games... but I do like their role in Ganondorf's past as well as their elemental powers.
Majora - The psychotic child spirit inside a mask that treats everything around it like a toy and enjoys death and misery.
Onox - Cool armor and awesome second form
Veran - The one thing I like most of her is that she is, to this point, the only FEMALE main villain in a game
Vaati - Creepy child or eye ball monster... either way, he's a definite classic villain since, by this point, he's the only villain to do the classic "kidnap the princess and marry her" trope with Zelda, as well as his cool backstory.
Zant - A more interesting Agahnim, with a backstory and more impressive fighting.
Bellum - Cool looking monster... but that's it.
Chancellor Cole - More interesting than his boss, but comes off like a henchman at times than a genuine villain
Malladus - Malladus ISN'T interesting as a villain at all. He's a less interesting Ganon. Lack of backstory, same personality and very little time with him...
We haven't all played Skyward Sword yet so I won't say what I think of Ghirahim