Selene. <3
The Masterminds, Arclight, Vertigo, Unuscione, Serafina, Chimera and Nekra are also female x-villains I enjoy.
Long-standing female villains that they never should've tried to make heroes (or anti-heroes) are Spiral, Frenzy and Lady Deathstrike. We have one too many hero turned villain stories already (Rogue, Emma, Magneto, etc...). And it's hard enough creating iconic female villains, why take away the couple of them we have left? That's one trope I really don't enjoy.