And I'd add Akiko Suzuki's Kill Bill to my list, but haven't really seen the movie so hard for me to tell if the main character qualifies as a villain.
surimi san, you beat me to it! I have seen the film and technically Akiko is portraying the heroine, but she was an assassin after all..
For the anime fans out there, don't you think music from Noir would be amazing for skating? Yuki Kajiura is a wonderful composer of dramatic music! And if you are character-driven, there are three strong women to choose from.