Best Western Villian: That's a good one, although in the OP I already answered that in a roundabout way. This is pure semantics, but I consider (for whatever stupid reason) Munny to represent kind of a niche role that is relatively rare: The anti-hero. So, by that sleight of hand nonsense, I am free to answer.
I'd consider Johnny Ringo pretty strongly. (Tombstone.) He's a dangerous sociopath...his ease and skill for menacing violence is kind of the key element that make the Cowboys as feared as they are. Minus Ringo, they're still a dangerous group but perhaps not quite as formidible and untouchable. For fans of The Wire, think of Marlo without Chris or Avon without Wee-Bey. Still people to be taken very seriously, but the intimidation factor is significantly lessened. He doesn't miss by much.
Coy Lahood from Pale Rider is a pretty solid villain. Good character, but doesn't quite match Ringo imo.
Jack Wilson from Shane (played by Jack Palance) is a great villain. He even has the black garb to go with his dark intentions. I'd definitely put him over LaHood, but he gives Ringo a run for his money. Palance gives the best performance of the movie, I always thought. (Side note - At the end, do you think Shane is dead? I say yes.)
Gene Hackman actually gives us a pretty good villain from a pretty average movie: The Quick and the Dead, John Herod. (True story: I've had three nightmares involving Gene Hackman where I owe him money for a large amount of drugs that I have lost or had stolen or something...really, really weird. Haven't had that one for at least 7 years, but it was bizarre.)
But I knew pretty much right away who I'd go with: Angel Eyes, played by Lee Van Cleef. First of all, it's an all time movie, regardless of genre: The Good, The Bad, and The Ugly. Angel Eyes is literally "The Bad." And there is something about the way he projects a genuine sense of pleasure in the suffering of others that gets him my vote. Ringo jars even his own criminal comrades when he cooly murders that Priest early in Tombstone, but he's indifferent. And not indifferent in the normal sense, but indifferent the way a sociopath is completely unaffected by the feeling's of others. Angel Eyes is sadistic. He enjoys making people suffer.
**How about Best Shoot-Out Scene? I'm fighting to find something other than the Heat heist. But I'm also hearing, "You're no daisy! You're no daisy at all," in the back of my mind. I'll have to think on that one.