Having a hero you root for is all fine and dandy, but let’s face it: your story won’t hold up without an equally compelling villain. So, what elevates some villains over others?
To get to that answer, let’s first establish what a villain does for a story. In my opinion, (which could be statistically validated by the majority of English literature, if I wasn’t such a lazy researcher) villains go beyond being the direct counterbalance to the hero, in one or all ways. They are more than mere antagonists, after all. They want to cause people (your hero, most likely) pain, maybe even kill them… They are the tension-providers, the plot-movers, the “big-bads” of the literary world. The best of them you might hate or fear, and the worst are mere laughingstocks among their more evil peers (poor, poor bastards…)
With that out of the way, there are two types of villains: direct and indirect.
To wit, some villains are far more effective the closer they are to the main character, and thus, the pain they inflict throughout the story is weightier. If you want to make this kind of villain more evil, make them directly responsible for doing something your protagonist believes to be terrible (and based off different protagonists, “evil” will be defined differently, be it stealing the last cookie and blaming the protagonist, or using space magic to blow up worlds). The more cookies your villain steals/worlds they destroy, the more “evil” they become in the eyes of the hero, unless they steal every single damn cookie on the planet, at which point the character becomes a parody of itself.
On the other side of the coin, there are some really evil villains who never directly touch the hero… These villains are evil in principal, and they affect the hero only contingently. This type of villain takes more writerly finesse to pull off, because they are indirectly responsible for the character’s pain, i.e. the impetus of the main plot. The connection between the villain and the deeds of evil being committed against the protagonist is not as strong, so the villain must be inversely more dastardly to compensate.
Here’s a dual example:
“The protagonist comes home to find her husband stabbed; there is a masked man holding a bloody knife. This man is the villain, says as much, and vanishes before the protagonist can reload her AK-47.”
The villain is directly affecting the protagonist, and if done well, readers will feel animosity toward this evil character, because of this deed. Of course, we’re assuming here that the husband was somewhat likable and his stabbing is tragic, in this case. Poor sod.
“The protagonist comes home to find her husband stabbed; there is a masked man holding a bloody knife. This man is a henchman and is obeying the villain’s direct orders, and says as much. In this case, the protagonist reloads fast enough and gets revenge, because the henchman is a red-shirt, after all… but the villain is still out in the wild.”
Here’s the catch: the reader is at a loss of who to direct their immediate anger/rage/sorrow at, since the true culprit is still in the shadows. In terms of emotional investment (let’s treat it like currency a writer can spend), the reader’s feel 100 broken hearts when the husband is stabbed. In example 1, all 100 broken hearts are spent on the villain, who will remain a viable figure of evil throughout the narrative. In example 2, the reader has to split the broken hearts 50/50 between a potentially inconsequential red-shirt and the true villain, who is, by this point, only a mysterious nasty mcnasty-pants guilty by association.
Therefore, choose your villains wisely, as different stories demand different villains. And everyone knows, a good villain is worth twice their body-weight in death rays.