Frieza probably was the greatest DBZ villain (next to Vegeta), my personal favorite is Cell but past my personal tastes I truly do believe Frieza was the best villain they ever made. He was the most heartless, ruthless, sadistic, cold blooded freak of nature I have seen and I have seen a LOT of cold villains.
Frieza truly thrives on suffering and out of the countless times I have rewatched the show, I can honestly say I have NEVER seen him show any speck of mercy or care towards another living being. Not even his own father. Frieza's attacks are even specifically designed to kill people or to make them suffer horribly.
I love Cooler too, I think his appearance is absolutely bad ass. There's a total of 13 DBZ movies, 2 DBZ TV specials, GT has one special and Dragon Ball has 4 movies. My favorite of the original 3 movies is "World's strongest", and of the other films I love movie 12 "Fusion reborn", and movie 10 "Brolly's 2nd coming".
Brolly
now THERE is a great DBZ villain.