(Probably more people love the deaths of heroes or innocents because they're bloodthirsty that way)
I can imagine I won't hear any names other than Joffrey Baratheon or Ramsay Bolton because everyone likes the other villains too much
If you want mine, Emperor Palpatine from Star Wars, combining two of my favorite kinds - falling and a spectacular light show, because a villain falling into some kind of reactor core or pit of energy is extremely rare, only Megatron from Beast Wars/Beast Machines, Thantos from Twitches, and Rez from Gex, along with a common giant from The Neverending Story 2, share this type of death.
But, has more power combined with the fact that Sauron from Lord of the Rings and Voldemort from Harry Potter are also spectacularly destroyed, completing the triangle for the Dark Lords.
On a side note, who's your favorite Disney villain death? Mine is Gaston!