Hard to argue with Dukat / Kai Winn combo answering the OP's question.
Two other greats in the DS9 roster of interesting villains:
Mr. Garak who kept you guessing from his earliest appearance as the meek tailor with a heart as dark as Dukat, but crazy-like-a-fox. And he has quite a nice transition from evil to good to not sure and all the way back to brave freedom fighter during the last 1.5 seasons. Special credit for the episode where he assisted Sisko in a plot to sway a Romulan Senator into bringing the neutral Romulans into the Dominion War -- a very twisty episode with a shocking-but-not-really shocking end.
Another favorite: Gul Damar who started as Dukat's right hand man, a faithful foot soldier who just so happened to push Dukat over the edge of sanity by killing Tora Ziyal, Dukat's half-Bajoran daughter. I loved the way he rose to the top of the Cardassian food-chain and how he eventually became another heroic freedom fighter during the latter half of Season 7.
Oh, I did hate Weyoun almost as much as Kai Winn -- what a slimy manipulator and always a thorn in the side of whoever was "in charge" of Cardassia.