Robb Stark
King in the North
For me, it was Caleb. While I enjoyed the character, I don't think there was ever a bad guy I wanted to see lose more.
I may be in the minority, but I actually loved Caleb. I honestly would've preferred him as the season long villain, as his position as a misogynistic preacher would've given us a lot to think about as far as religion and sexism, and etc. But anywho -
WARREN.
God I wanted him killed so bad, but not because he was a sorry excuse for a villain, which IMO, he was far from it. He worked so well because we weren't supposed to, and didn't, take him seriously. And that very thing is what caused him to hurt the Scoobies in ways they couldn't have imagined. There are Warrens everywhere in society, and that's what made him more effective, and more scary. I probably wouldn't catch a hell god walking down the street, but it's disturbing when there are creeps like him actually in the world, living next door to you.
So, to put it in a nutshell, I had an orgasm when Warren got flayed alive. 😉