It did occur to me when I was writing that list that I was conflating 'interesting' and 'fun' a bit. Kefka's not an especially complex villain, but he's enjoyable to watch; Vayne perhaps has more to him, but he never really caught my attention. Looking over the list again, I do seem to be biased towards the more flamboyant Final Fantasy villains. (Seifer's not especially flamboyant, but he's a teenager who makes relentlessly terrible decisions, so I'm inevitably fond of him.)