In short; be creative and try not to go overboard.
*probably went overboard*
Well, first I would like to differ between villians and antagonists. For the villians, I prefer the not-evil-for-greater-good ones. From time to time it's okay, but things like turning a main villian into a good guy (as in Naruto…) is not so cool. "Oh, they are not entirely evil, they have REASON!"
The thing is, you can deal with villians who have someone close in danger. You can't really deal with psychopaths.
My main villians are somewhat symbolic: revenge, rage, power and cruelity. This is increasing psychopathically, but aside from pure strength there is a species in my storys who are (at least for the protagonists) more dangerous: Pure chaos and madness. You can talk out revenge, rage and power (with fists). Cruelity is not so easy to handle but at least expectable. But you can't do a thing against chaos. As fantastic (as in "fantasy") this sounds, we have examples in our world as well, wars for example.
Lets compare WWI and the Vietnam war. Lets have a look at the romans. An open field?
Order your troops and we win, no matter if the opponents rage or not. A forest and opponents came out of nowhere? Oh why, Juppiter?
About the antagonists: I agree to most posted yet, but I think it's to difficult to decide where being the antagonist starts. Who was Harrys antagonist in book 1 or 2? Draco Malfoy? Severus Snape? Lord Voldemort / his horcrux the diary? Tell me.