Syrup naturally has the edge from being in multiple games, but even disregarding that I still think she's the best. She's a great subversion of the "damsel in distress" trope that Princess Peach was synonymous with at the time, being the first female main antagonist in the extended Mario universe, while her whole deal as a pirate also makes great competiton for Wario's own greed. I almost wish she was in more of the Lands, or at least her role in Shake It was a bit more substantial. It always struck me as odd how out of her appearances she has the largest role in II, but that's the only game where she doesn't have any official artwork, outside of third-party material like Mario no Bōken Land.
Not counting her I think Rudy is pretty effective for what he is. He starts off rather mysterious and untrustworthy to the player, Wario only going along with his plan due to his lack of real choice, but even if you predict the twist the ending is still a great reward for beating him.
I voted for Captain Syrup because she's the only on here who's got an interesting personality (didn't play MoD so I don't know about Terrormisu). Rudy the Clown is a generic twist villain (not bashing him but it is a GBC game after all), I don't even think the Golden Diva has a personality and Shake King is pretty generic too.
Props to Shake King for having the best boss fight in Wario Land game because if there is anything that Wario Land gets usually wrong it's the bosses, I'm glad that's at least one thing Shake It! has for it.
I love the twist of the hidden figure being Rudy! His design (which I recently learned is also by Hiroji Kiyotake, Wario's designer) is very unique and kinda off-putting. If you think about it Wario saved the world since Rudy said he would take over the outside world. And Wario did it before Mario. Syrup is a second due to her being consistent. Shake King is a great rival for Wario too. I really love how Wario games don't feel like Mario games at all, I don't even remember that chump Mario when playing these games and I never thought of them as Mario spin offs. Any Mario news and I don't even care tbh.
I like Shake King because he's got a lot of parallels to Wario, and indeed makes a great rival, but he's not a rival in the same way Syrup is to Wario. Syrup and Wario are both equally as crazy about the money and are sometimes villians too, but they aren't really intrinsically evil. When you shakedown with the Shake King, he's got all of your moves, he can shake the ground, shake you, throw you, dash at you, and you can do all those things back to him. It's such a cool and memorable fight because it has a unique feeling of Wario fighting a worse version of himself
I also agree on the Shake King being a fun parallel to Wario; he feels like a Wario who never moved on from his more villainous ambitions. A particular detail I love (though I'm not 100% sure is intentional) is that you encounter the Shake King on his throne before the final battle, resting his head on his arm in the exact way Wario does in ML2. Really sells the resemblance.