Well, aside from the obvious all-time great like The Joker (his rad backstory in The Killing Joke is a fucking must-read), I agree that most comic book villains are generic. Some famous comic book protagonists like Batman, Spider Man, and Silver Surfer are great characters with plenty of depth, but great villains are indeed even rarer. At least, from my limited exposure to western comics of the last decade, I'd refer to the main villain of Batman: The Black Mirror as not only a great villain, but a terrifying one to boot. Easily the scariest fictional villain I've ever read since Johan Liebert from Monster.
Dunno if you've read BTBM, but if you haven't you should.