My answer to this question is probably obvious.
Man there's a lot to choose from, though. I think P5 warrants its own category since it's mostly the villains' Shadows you see rather than the good guys'.
So, in P5 specifically... Okumura, maybe? I didn't like his dungeon the most, but I love the menacing yet goofy spaceman thing he's got going on. He's like a silly retro-futuristic Darth Vader, it perfectly fits with him being the ruthless CEO of an overly cutesy fast food chain