Darth Vader was a great villain. But the Emperor was the real villain of SW. Darth was originally good, then evil, the good at the end. The Emp was always just cold and calculatingly evil.
However, neither of them we ever scary. Darth is a cool villain. He's the kind you'd like to hang out with.
The scariest to me is old school Freddy Krueger. Unless you were the plot device hero, there was no escape. At least you can run away from Jason and Michael Myers.
And while technically not a villain, the original Alien was one of the scariest movies for me growing up.