I hate whenever I try and make my character do something only for everyone to just ignore it. And it's not anything big either; they just say something and then everyone else just ignores him.
I've only done it once, but that's because it was a huge RP with around 100 people participating. I couldn't keep up with the story and there were just too many characters.
I think a good villain is someone you can relate to/someone you can like, but at the same time you're rooting against them. For example, Patrick Bateman. He's an awful individual but all his antics/the way he thinks is really funny.