Storm King.

At least he temporarily achieved his goal (unlike Shadows) and wasn't just @$$pulled to death midway through (unlike Snoke).

I mean, none of them were exactly compelling, and since apparently non-MLP villains count since Snoke is here, I'm gonna say fuck all of them and go with either Rita Repulsa(Power Rangers 2017) or Vulture(Spiderman Homecoming)

But between these 3...Storm King I had the most fun with. Pony of Shadows was the least interesting thing about Shadow Play(not Stygian, who I actually liked) and Snoke had way too much hype and was needlessly offed as if the writers were just deliberately being assholes and thought they could be clever

I voted for Pony of Shadows because he is the most interesting, coupled with Stygian that is, he/it adds a new layer of lore and mythos to the MLP universe whereas we know nothing of the Storm King or Supreme Leader Snoke. 

I found Snoke underwhelming compared to his portrayal in The Force Awakens, and the Storm King was funny but not all that interesting.

The Pony of Shadows was cool, though. Stygian is kind of a Kylo Ren sort of figure, now that I think about it.  Both characters had a similar fall from grace, in which the darkness (represented by Snoke in Ben Solo's case) called out to them and before long, they were consumed. Stygian was a heroic ally of the Pillars who turned evil, while Ben Solo was part of a new generation of Jedi.