From the movies? I'd say Vader for the character development. But I think Tyranus and Maul interesting. And Maul especially for being manipulated. The problem with AOTC is that we just don't get to know Christopher Lee's character that much except through the way Lee exhibits him to be crafty but also dangerous and oddly misguided.
Darth Sidious aka Emperor Palpatine is the best Villain and Sith Lord, he got it all. Destroyed a democratic Republic and a religious order
Vader is my favourite character but indeed, Palpatine is the purest Sith. A true believer not conned into being who he is. Without his presence the Skywalker saga plays out very, very differently.
Vader, Palps, and Exar Kun - in that order. Though I've barely seen a Sith, in canon or Legends, that I don't like.