Playing for a win as black. What are the most aggressive defenses?

If you want “real” defenses, Sicilian and King’s Indian. But you could play gambits or crazy stuff.

Actually, you can't generalize the Sicilian.  There are certain variations of the Sicilian that are far less aggressive than other legitimate openings.

The Dragon or the Najdorf?  Yes!  However, the other aggressive defense to 1.e4, The French, is far more aggressive than Sicilian lines like the Kan or Taimanov or to some extent The Accelerated Dragon (though this last one is White's choice - if White plays the main line with 5.Nc3, then Black's play can be very aggressive, but if White plays the Maroczy Bind - 5.c4 - Black must temper his expectations, play a very positional game, and if both sides play correctly, you often get a drawish Rook endgame).

As Black, the Modern Benoni is more aggressive than the King's Indian Defense, though it's also riskier!

What is the issue with the Saemisch?  Black has tons of options (one less option if 6.Bg5 instead of 6.Be3):

Panno - 6...Nc6 intending ...a6/...Rb8/...b5 leads to Queenside play for Black

Delayed Castling with 5...c6/6 ..a6/7...b5 often with a trade on c4 and then ...d5 eliminates White's center

6...c5 leads to a positional sacrifice for Black

6...e5 is the Classical approach where after 7.d5, Black has 7...Nh5 with the choice after 8.Qd2 of 8...f5 or the Bronstein Gambit.

6...e5 is the only one not available to Black after 6.Bg5.  I play the Bronstein Gambit against 6.Be3 and the Panno against 6.Bg5.

You left off an S.  ResourceS.

I have more than a dozen books on the Kings Indian!

Gallagher's books, including his 1995 book on the Saemisch and 2003 book "Play the Kings Indian"

The Batsford books from the 90s by Nunn on the classical.

Vaisser "Beating the Kings Indian and Benoni"

Janijgava's book on the fianchetto Kings indian

Gufeld's The Art of the Kings Indian

Vigorito's 2 books on the Kings indian from 2011

Smirin's Kings Indian Warfare

Motany's 6.Bg5 Samisch book.

(That's not even all of them!)

Then section 9 of Chess Publishing

Deep Dive Volume 6 (Video)

KI articles from New In Chess Yearbook.

LOTS of over the board practice!

I have even more French books than Kings Indian Books!

Those two openings to me are like a religion!  Now you start asking me for Ruy Lopez advice and you have the wrong person.  I have played the Berlin as Black briefly, and the Exchange as White against 3...a6, but I am no guru of the Ruy!  That ought to give you an idea the level of dedication I have given to the French and Kings Indian!

I think there is a book by world champion Max Euwe that deals with opposite side castling and pawn storms.

Chapter 5 of "Starting Out: The King's Indian" by Joe Gallagher is devoted to the Samisch and how to combat it and White's king-side pawn storm.  I think it is what you are looking for.

“Actually, you can't generalize the Sicilian.  There are certain variations of the Sicilian that are far less aggressive than other legitimate openings.”

You are right. I should have been more clear. I played the dragon, then the Najdorf, then the classical French, then the Kan, and now learning the Sveshnikov. Of those, the Dragon treated me best against good club-level players.

The way to win as Black is to play sound openings and try to play the best moves.

usually I try to play the worst moves

Note that the more aggressive defenses also require greater tactical skill. I need to get better at tactics and recognizing patterns.  That's probably why the more positional Caro-Kann suits me compared to the Sicilian, though I'm trying more with the Sicilian.

With the Sicilian Defense, I've won 40% of my games here but won less than half the possible points. I did win 1 of 2 games playing the Dragon, but you need to memorize a lot of lines to avoid losing so I'm looking elsewhere.

With the Caro-Kann, I've only won 38% but only lost 33%. I know the WHERE the defense is leading me: I know I have to work to get a ...c5 in relative early in closed variations, etc. to get a decent middlegame.

Admittedly, I'm more studied in the Caro-Kann, and I've been looking at the Taimanov and Kan variations of the Sicilian. The reason is that I want to know what kind of middlegame I'm likely to get and I don't want to memorize a bunch of long lines - like your need with the Dragon.

 In John Emms book on the Kan variation, what he says can also be said about the Taimanov variation: "A major selling point, which cannot be overstressed, is that the Kan is
one of the easiest variations of the Sicilian to learn. Unlike some more high profile lines I could mention (the Dragon, the Najdorf and the Sveshnikov), the onus is not on the player with the black pieces to memorise reams of opening theory simply to stay on the board. Of course Black still has to play good moves (!), but is much less likely to be at a disadvantage simply down to a memory loss. The Kan is more of a 'system' in that Black tends to react similarly regardless of how White plays it."

last year, I copied this from the Chess Explorer here, showing the most common position reached with the Taimanov and the fact that Black has a decent chance again the major responses: