The first place definately goes to Dabura from DBZ. Even though he practically played no role since he died after appearing in whole series, what... 10 or 12 episodes earlier, his name still stands to be the coolest one I've ever seen in an anime. Dabura just sounds badass, but what's really badass is his title. Even though it's used alot already, the title, if you didn't know, was: Demon King or something along those lines and match Demon King with Dabura, and you get pure win. Other than that, I suppose Orochimaru isn't so bad.
That is, if you knew alot about Japanese history and that you aren't ignorant of one of the demons or so being Orochi. Put the suffix -maru at the end and you get some win.