I could empathise with Darth Maul, he was never gonna win, at least with Vader you could sense he was powerful (and had a chance of winning) - like you said he killed someone immediately which added to the threat.
Palpatine was good because he had to use his mind more than his body because he was so crippled by the force - yet at the same time it gave him that power, its like a vicious circle...
A good villain must have intelligence, a GOOD motive like betrayal, revenge. Taking over the universe is wearing a bit thin in general - but it CAN still be done well...
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