Great topic for a thread,
I think Norman Osborn was somewhat sympathetic. Throughout the movie, you can tell that he only wants what's best for Harry. It's only once the Goblin takes over that he becomes pure evil. Doc Ock had pretty much the exact same arc as Norman, except with a wife rather than a son, so yeah, he was pretty sympathetic too. He also had the benefit of being able to redeem himself at the end.
I would argue against Magneto being sympathetic. The only time he ever shows any concern or regret throughout the three movies is when he does his (very schlocky) "What have I done?!" line in the third one.
As for the least sympathetic, that's a tricky one, because there are a lot of bargain bin, two-dimensional, pure evil comic-book-movie-villains out there. Bullseye, Doctor Doom (in both the not-bad-but-not-good-either 2005 movie and the I-want-to-stab-my-eyes-this-is-so-bad 1994 version), Nuclear-Man, etc.
My favourite of the 'non-sympathetic' villains would probably be Gene Hackman's Luthor who was just utterly vampiric and sadistic, even though he was bumbling and comedic at the same time. He never once seems like he might be insane, he just seems as though his entire morality and ethical system is based on the suffering of others.
SUPERMAN: "Is that how a warped brain like yours gets its kicks? By planning the deaths of innocent people?"
LUTHOR: "No. By causing the deaths of
innocent people."
I love
a lot of what Spacey did, and he certainly looked a lot more like Luthor, but his performance (like basically everything in that movie) is hampered by a poor, weird plot and dialogue built on impersonating the original movie.
[youtube]iMAvkC0oErQ[/youtube]
Nicholson and Ledger both come a joint second, but because they were obviously completely insane, they're not quite as fascinating.