I've got many favourite colors: Red, Green, Purple, I sorta like Blue... Black and White aren't exactly colors but I still like them, etc.
As for my favourite movie villain/s... I've got a couple.
Janemba is one of them. You know him, the demonic counterpart for the show's villain at the time, Boo. I like villains who are essentially the manifestation of evil, and Janemba gets coolness bonus points for being able to manipulate and bend matter unlike any other character in the franchise, so he isn't really a physical threat like the others. That makes him unique, and far more badass than the majority of villains, but I wouldn't really say he was written better than some of the other movie villains, since characters like him are easy to write.
Lord Slug was cool too, he pulled off the planet conqueror vibe much better than Freeza imo. Freeza had the whole genocide thing going on, but with Lord Slug it was just so much more striking when we found out he was a super namekian like Piccolo and Kami's original namekian form, so unexpected and awesome, he doesn't even bother to kill those pesky humans, they're not even worth his time, he goes straight towards the Dragon Balls, and unlike Freeza, finds them all in less than a day. It's also refreshing to see that augmentation technique being used once more.
Wheelo was an interesting villain. He had a pretty good origin plus he wasn't evil like the others, just kind of sympathetic and kind of crazy. I would've liked seeing him in the show as some sort of master planner creating enemies for the Z Fighters to deal with every now and then. Once we learn of his mecha body, the final fight makes him even cooler. The way he just manhandles everyone is awesome. Out of all the movie villains, he's the only one I could safely say is better than his show's counterpart. This guy is way better than the saiyans.
Cooler was basically a cooler Freeza, not much besides that. He had better moments and he'd mop the floor with him any day. He wasn't an idiot like his brother, he wanted to terminate all the saiyans as soon as possible, and it wasn't for revenge. He wanted to prove his race was the strongest, and that's already more than enough to make him far more interesting than Freeza ever was. Freeza was just your generic galactic conqueror, not very special besides having the ability to transform multiple times. Even that aspect was pulled off much better in Cooler's part. Aside from the second and third form, none of them look as badass as Cooler's 5th form.
Also, Metal Cooler is much better than Mecha Freeza. At that point, Freeza only existed to be a mockery. And he's still nothing but a joke.
Including Hatchiyack here is kinda cheating since he wasn't originally a movie but meh, who cares. To me, this guy (in the original version, not the OVA) was the perfect brute for the DBZ franchise. I find him to be a much more intimidating villain than most in the original series, and cooler than Baby even, though I still think Baby was a better written version of Hatchiyack. Woulda been better if both had worked together. His fleshy design makes him a lot more unique, to the point where he doesn't look like a DBZ character all that much, and his personality just being "erradicate all saiyans" is perfect for him, as a machine-like character. The Raging Blast 2 remake ruined him by turning him into a less insane version of Broly.
And Garlic Jr is just plain entertaining.