I came in here to mention this absolute bastard… Nearly every line of dialogue he uttered and every action he took made me want to feed him to direwolves like Marv dealing with Kevin in Sin City.
Adding to the Deadwood list I would suggest Francis Wolcott for most wretched villain on a show about a haven for wretched villains (Portrayed to sociopathic perfection by Garrett Dillahunt, who also played Jack McCall, another psychopathic contender for this list)
For a unique, and possibly debatable entry, I would suggest Kristof from The Truman Show. He purchased an unborn child for the sole purpose of exploiting his entire life without his knowledge. Every terrible thing that befell Truman throughout his days was specifically orchestrated for ratings, and when Truman figured out his position and tried to escape, Kristof attempted to murder him live on network television. It never once occurred to him that any of this was wrong in any way.