Bleach: Discussed in-universe when Ginjou is training Ichigo; he invokes all the Shounen villain stereotypes to make Ichigo feel as though Orihime's life is on the line because he knows Ichigo performs better when there's a genuine threat against someone's life. At the end of the training, he tells Ichigo that he'd make a very clichéd villain.
Inuyasha himself, pre-Character Development, openly admits to Kagome and Kaede that he's one of the "wrong hands" that they mean to keep the Shikon Jewel shards away from.
The Band of Seven are unrepentant murderers to the extent that Mt. Hakurei's purity makes them feel sick.
The anime version of Aion from Chrono Crusade is one of these. He's the literal Anti-Christ, scoffs at the idea of "desire being called a sin" and attempts to rape one female character and brainwashes another for his own gain.
Rurouni Kenshin: Makoto Shishio occasionally refers to himself as a demon from Hell and fully expects to go there when he dies... and take it over.
Sir Isaac Ray Peram Westcott from Date A Live. He wants to cause chaos, annihilation, destruction, and the deaths of women and children, and he'd do anything to plunge the whole world into endless chaos, destruction and suffering as possible and makes no secret of it. He's only subtle if he needs to manipulate someone.
The Major from Hellsing. He is one of the best examples. He cheerfully admit openly that he loves war, destruction, horror, holocaust, genocide, the slaughter of innocents, death and loves every kind of war that mankind can evoke over the world.
Lelouch from Code Geasspretends to be a heartless supervillain in order to unite the world through common hatred of him, then allows himself to be killed so everyone can move on and work together towards peace. Yeah, Lulu can be a little weird.
The most dead-straight example is Devimon, the franchise's first Big Bad. Upon his death, his last words are to tell the heroes that they've wasted their time because evil is everywhere and cannot be defeated. He laughs with his final breath, knowing evil will go on.
King Piccolo, who even says "There are two things that I, Demon king Piccolo, hate most in this world: Peace and justice".
Captain Ginyu. When Goku tells him he should try helping others, he replys "Don't try to reform me".
Frieza, who openly gloats about his cruelty and admits that all the horrible stories about him are true.
Turles. When Goku states that Gohan knows right from wrong while Turles does not, Turles responds "I know the difference, I just don't care".
Broly: "A monster? No, I am a devil!"
Most of the major villains in Fist of the North Star, even the most cruel ones, tend to avert this, with the exception of Kaioh, who clearly brags about being strengthened by evilness.
Lust from Fullmetal Alchemist is very proud of being evil. She revels in causing humans pain and suffering, and compliments Mustang's determination while he's killing her, stating that one day soon, his eyes will widen with agony and despair.
Mobile Suit Gundam 00 has the freaking incarnation of the third sphere, Ali Al-Saachez. Gundam series generally (pretend to) have multidimensional villains with some understandable motivations. Or, at least, villains that are good at self-justification and excuses. Ali is probably the only villain in the entire franchise to readily admit that he loves war for war's sake, that he commits his (numerous) crimes For the Evulz, and that this makes him the worst sort of person in the world. He has absolutely no problem with it.
The Hückebein family in Magical Record Lyrical Nanoha FORCE, as shown by the interrogation scene with the captured Thoma, where Fortis explains how the Hückebein performs one of their trademark massacres of innocent settlements.
Thoma: "You really are evil criminals." Fortis: (While smiling and doing an "Oh, please" hand gesture) "Didn't we introduce ourselves like that?"
Because of their openness abou their crimes, the Hückebein are a big contrast to the other main villain, Hades Vandein, who pretends to be an innocent civilian despite being Obviously Evil.
Majin Tantei Nougami Neuro has Neuro, an actual demon who enjoys eating mysteries; while he claims to be evil, he never kills humans and tends to be more an amoral troll than a "monster". On the other hand, we have Sicks, who is doing it For the Evulz.
Great Mazinger: Dragon-in-Chief Great General of Darkness (Ankoku Daishogun) was very clear about his goals: he wanted the ancient Mykene civilization returned to the surface world and felt the light of Sun for first time in milennia, and he thought conquering the surface and wiping the whole humanity out was the only way to accomplish that. However, Big Bad Great Emperor of Darkness didn't make clear that was his motivation. Then again, he was Hades. It's a bit hard not being evil when you are a God of Evil.
UFO Robo Grendizer: Vega's homeworld was dying cause the overexploitation of a rare radioactive mineral called vegatron. Big Bad King Vega started his campaign of conquest through the galaxy because he needed to find a suitable world to settle their people on (and because he was a power-hungry bastard). His Co-Dragons followed him out of loyalty to him or to the Empire, and some of them were WellIntentionedExtremists, but Barados... Good Lord, Barados was pointlessly cruel and he committed atrocities as laughing: deliberately murdering women and children to exterminate a planet's population, taking hostages to blackmail his enemies with and then killing them in a horrible way... Let's tell than The Hero Duke told that was the only Vegan he could not forgive and when he died, no Vegan higher-up missed him.
The Evil Overlord Moo in Monster Rancher is one of these who isn't played for laughs. He revels in his hatred and villainy because negative emotions empower him, thus it benefits him to be evil as much as possible.
Several villains (and heroes) in One Piece revel in their status as criminals and rejoice when their bounties increase (though some, like Nami, don't see what all the fuss is about, and others, like Robin, are nonchalant about it). The Seven Warlords of the Sea are considered 'Government Dogs' for choosing to become privateers to the World Government (though next to nobody is dumb enough to say that within earshot of any of them).
Team Rocket (the whole organisation, not the Terrible Trio) in Pokémon. According to Cassidy and Billy, rivals to the trio, the motto they use is the real Team Rocket motto (where there are phrases like "To infect the world with devastation!" and "To blight all people in every nation!") and the motto Jessie and James use is, instead, a corrupted version (this version has phrases that imply that they see themselves as Knight Templars). Ironically, when Jessie and James updated their motto to become Card Carrying Villains (from Battle Frontier up to the end of Sinnoh), the motto Cassidy and Paunch use was also updated, and the phrases were Knight Templar-ish themselves.
Pixy Misa in the Pretty Sammy series is the self-professed evil mistress of chaos and destruction.
Happōsai from Ranma ˝ has no motivation for being an asshole and enjoys making peoples' lives miserable, even more so when his students take the fall for him. He, at one point, declares himself "evil 'till the day [he] die[s]". And attempting to think of being nice gives him seizures.
She may have mellowed out since, but Kokoa Shuzen from Rosario + Vampire definitely started out as one, even going so far as to claim to have been "born into a family of villains" in an early chapter of the second serialization, shortly after her debut. Within minutes of that declaration, though, she finds herself with humble pie in her face when Tsukune, who she thought had severely watered down her older sister Moka, saves her from the Monster of the Week.
Saint Seiya has some complex villains (like Gemini Saga), and then some not-so-complex ones, like Cancer Deathmask, who collects human faces to stick on his temple walls, and seems to be a Saint just For the Evulz. He does a bit of a Heel–Face Turn later. Also, Hades, who just wants to destroy the world because it's what he tries to do every 200 years and it would be a shame to go off-schedule.
Xellos from Slayers is this whenever he isn't siding with the protagonists. Being a powerful demon in the service of powers that want to destroy the world and feeding off from negative human emotions does that to a person. He makes an effort to avoid killing the good guys because they're such fun, though.
Mint from "Trouble Chocolate" is a parody of this.