1) Angelus: I think he was the most emotional big bad in the series, that's for sure. The Buffyverse produced some truly outstanding villains over the years but Angelus, especially the first time he showed up, tugged at the heartstrings big time. The way he came out of Angel, how sad Buffy was, Jenny Calender and of course, how it ended, was just so powerful.
2) The Mayor/Faith: The Mayor was the most hilariously evil big bad in either series and his relationship with Faith was just awesome. The Faith/Buffy dynamic over the entire third season is one of my favorites of the franchise.
3) The Master: I know, I know, he's not nearly as deep as some of the later big bads, but I just really like The Master. Something about him being the "oldest vampire on record" and having that classic look that just screams "unholy creature of the night" makes him a great villain to me. Plus, Mark Metcalf in S1 and all the flashbacks did such a great job.