There's more than one villain in this series, which makes it even better. Voldemort is sort of elusive throughout the whole series and Harry very rarely gets to meet him face-to-face. Here are the villains that are in each individual book:
The Sorcerer's Stone: Professor Quirrell
The Chamber of Secrets: Tom Riddle/The Basilisk
The Prisoner of Azkaban: Originally Sirius Black, then Wormtail
The Goblet of Fire: Barty Crouch jr. posing as Mad-Eye Moody
The Order of the Phoenix: Lord Voldemort, mostly in Harry's mind
The Half-Blood Prince: At the end, Snape
The Deathly Hallows: Snape, Voldemort
Now, most of the early villains don't see the end of the series. But there were two villains that always managed to mess things up for Harry and the gang.
Lucius Malfoy: He started out as a pretty strong villain. He was vicious and rude and abused Dobey. He was the one that slipped Tom Riddle's diary into Ginny's possessions. His son wasn't much of a good guy either, but Lucius had much more power than Draco ever did. Draco couldn't even kill Dumbledore when his life depended on it. But at the end, Lucius turns into a puddle. As soon as Voldemort comes back in The Goblet of Fire, Lucius loses his fire. Luckily, another side villain takes over. In the end, he walked away with his wife and Draco, like a coward.
Bellatrix Lestrange: We don't know much about Bellatrix until she escapes from Azkaban. But then she becomes the bane of everyone's existence. She's ruthless and unfeeling. She also becomes a key player in Voldemort's plan, and he seems to trust her more than he does the others. Which isn't exactly something to live up to. Bellatrix also killed, not only Nevil's parents, but also Sirius. Since he's Harry's only good family left, we automatically loathe her. In the end, she was killed by Mrs. Weasley!
And, of course, the most villainous villain of this series:
Lord Voldemort: We're introduced to this villain as He-Who-Must-Not-Be-Named, so already we know this guys is not meant to be messed with. But at first, he's weak. He doesn't even have a body, which we find out later is because of his Horcruxes. The moment Voldemort comes back is the graveyard scene in The Goblet of Fire. That's when he begins to find his way into Harry's head, and torment him not only through fear of what he could do to his friends, but how he could break apart the fabric of his mind. He comes close-too close-to killing Harry so many times, but obviously fails. I hate to be sappy, but Voldemort obviously doesn't know love, not like Harry does. And it is his undoing.
Rowling could not have written a better villain, along with a cast of lesser but nearly as potent villains that were constantly testing Harry and those he loved. But once again, good triumphs over evil, and I think the fact that Harry and his friends were able to defeat such a great evil is a testament to the power of love.
What do you guys think of the villains in this story? Let me know in the comments!