Personally, I'd go for Darth Bane. He founded the modern Sith Order, completely destroyed the previous Sith Order AND a fair amount of Jedi at the same time, had organic armor that could deflect lightsabers, flew from Onderon's moon to Onderon on the back of a flying reptile, and looted both Darth Revan's and Freedon Nadd's tombs.
What be your favorite Sith Lord?
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I've only ever read about the pre-Sidious Sith Lords on Wookiepedia, but Nihilus seems like eh pretty cool guy, considering he basically lives off of the Force. Although if we were to go by the ones who appeared in the movies, Tyranus.
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