May
10th
2014
I'm not impressed with MLP villains, with the exception of Discord and Queen Chrysalis · 10:07pm May 10th, 2014
There is never any build up to the villain's appearance or plan during the season. Instead they are just thrown out there at the finale. I'm not going to comment on season 4's stuff just yet because not everyone has seen it yet (I just saw it twenty minutes ago myself). But yeah... not impressed. 
Discord and Queen Chrysalis followed the same plan as well, but at least they had strategy and don't use brute force to get something done. Discord tricked Twilight and her friends to obtain his goals, and Chrysalis used an integrate plan that could fail at any moment if it wasn't flawlessly executed.
Added:
I don't consider Trixie a villain.
Seriously, who was the villain in the finale?! I want to see what he looks like but nobody will tell me his name!
2097708
It's Tirek, I think he actually was in earlier MLP as well.
2097789 Wait, YOU MEAN THIS GUY!? img3.wikia.nocookie.net/__cb20130805151521/villains/images/e/ed/Tirek3.png
Ive seen fanart of this guy in an MLP background before the finale, though!
2097895
He was in the G1 MLP.
img3.wikia.nocookie.net/__cb20110310180305/bronies/images/7/79/Tirek.JPG
2098041 So now they're just rebooting old enemies?
th07.deviantart.net/fs71/PRE/f/2013/048/e/7/scorpan2_by_tarajenkins-d5v8bax.png
Next thing you know we'll have this guy, then!
2098060
Probably will. There's already a story featured based on him.
2098101 Rainbow Bob?
2098117
Yup.