I agree with LinLin, the villain in girl who sees smell is gooood!
Have you seen Bloody Monday (season 1 and 2)? Love the villain, and the story probably leave you feeling mind-blown for the rest of the week. It is that amazing. (though yes, if you ever read the manga the drama series doesn't match up to that, but if you have never seen the manga, you should give it a try)

The mother of Cho In Ha in Pinocchio. I like how thw writers evolved this characters.
Min Joon Gook in I hear Your Voice. At the beginning I thougt he was a cruel man that doesn't know humanity, pity and could see only the revenge. But in the last episodes... well it's better avoid spilers =P
I agree with Ghost, The devil, Queen Seondeok, I miss you and Gakshital
It seems like Mask (airing right now) have one too..
Missing noir M, white christmas, bad guys.
Utsukushii Rinjin and Saki. Same character in both dramas. She's the villain and the protagonist of the stories. 
In Byakuyako the main leads are also sort of protagonists and villains at the same time. 

Also I'm halfway through Karamozov no kyodai and the father makes them chaebol parents look like angry kittens, while his 3 sons have their share of issues http://mydramalist.com/5977-karamazov-no-kyodai
It's a movie though but in case you wanna try :/
Himizu
- the main actor and actress are psychopath, the boy doesn't mind hitting woman and the girl is kinda overly-attached-girlfriend.
Try "Cruel Romance" - The villain is seriously creepy; he's like a fallen angel. He's hot, but that's his only saving grace since he kills anyone and everyone regardless of age, gender, or status. What makes him so dynamic is that he mistakes the main heroine for his dead lover and tries to make the heroine be his former lover that you almost pity him because you know he just wants to be reunited with his deceased loved one, but then you remember that in just about every scene, he's either torturing or killing someone. The fact that the villain can interact socially while still being able to to twiddle/twinkle/dance his fingers (Imagine jazz fingers) at someone right before he wraps them around their neck is chilling. The actor plays him so well and I think you'd enjoy watching him act out his part.
Gap dong
liar game - Korean version