Killmonger is my favorite MCU villain. Up until now, my favorite was probably Obadiah Stane, from way back in the first Iron Man film. I'll always think (And my friend and I even talked about this today lol) that he was wasted in that film. Great appearance, but so much more could've been done with a slower buildup and multiple appearances. But yeah, I think i'd say Killmonger is the best to me as well. Combines a solid amount of good acting, intelligence, physical skills, manipulation, and the ability, as a character, to draw sympathy from the viewers. Not to spoil the film for anyone, but he also makes a good argument during the film itself and even goes a long way towards actually accomplishing his goal.
Zemo is a great villain, to be sure, but he lacks presence. I really can't think of anything he did that was all that memorable or something that i'll think of years from now and go "Damn, that was an amazing moment in the film". Joker had that in The Dark Knight. That X-factor that just pushes the villain to the next level. Darkseid had it in Superman the Animated Series/Justice League/Justice League Unlimited. That mood changer that makes you go "Oh shit, this is serious" whenever he walked onto the screen. Kingpin had it in Daredevil. That implied menace and the later ability to carry it out. Zemo is a manipulator, a behind the scenes kind of guy. And that's great. It's effective. The aftermath of Civil War proved that. He played everyone for fools. I'll always give him props for success in terms of simple accomplishments and efficiency. But would I ever want to see him again? No.