Me, I like my bad guys to use simple tools. Heated pokers thrust into nonvital areas (and leave them there, thank you Angel), simple knives in the face or other sensitive areas, or of course, LeChiffre's Rug Beater Technique from Casino Royale. I take it back, I've never used that last one, because I'm male.
But seriously, dagger to the ear or especially the eye. Lots of nerves around there, and causes significant permanent damage; just in case they escape, it'll be harder for them to shoot you. Or if you go for the ear, bonus points if you put on "Stuck in the Middle with You" on the stereo while you work.