Well, for me it was Belial from Land of Lore 2. After all, not many "bad guys" you have to beat are gods too.
Also I like that Lava endguy from Quake 1 from the first episode, don't recall his name exactly now, Kthnon or like. He was impressive one. Though to be honest, I awaited more from the "fabled" Shub-Niggurath at the very end than what "she" was... <_<