I guess the first step is to decide what kind of villainy you want.
There's the overt villainy, like wiping out an orphanage, or targeting schools/hospitals/malls with weapons of mass destruction. Then there's the more subtle villainy, the reasonable leader who gradually institutes more draconian measures until you realize you have no freedom left, or who engineers a collapse of your defenses by treachery and deceit, working behind the scenes through people he's corrupted.
For the overt kind, any slaughter of innocents works for me in making me want to see the villain get his, preferably painfully.
For the subtle kind, I'd rather it take a good month to kill that one. Slow, very agonizing, and with great inventiveness.