Darth Vader was awesome because he was the Chosen One before Luke was the Chosen one.
Vader knew secrets and wisdom about the Force that Luke had barely scratched the surface of when they first fight. He was more highly skilled than Luke in all the areas that Luke had been training in. Not only that, but he had his own plans. Plans to overthrow the SAME GUY that the good guys wanted to overthrow. Vader's option was a kind of Option #3, where a different part of the dark side ruled the galaxy.
GMs should do this in their tabletop RPGs. Have villains be older, morally failed versions of the PCs. Have villains that are working against, or tangentially to, another villain. If you have a wizard in the party, have a villain that is a VERY OLD wizard who specializes in the same kind of magic. That way, the evil wizard isn't just an evil wizard, but a master of something close to the party's heart as well.
Evil monks? Evil monks are badass. How about Zaheer from Legend of Korra? He is a far more memorable villain than, say, Fire Lord Ozai, because his philosophy and point of view had merit. They were taken to extremes, and used to hurt people, thus making him a villain, but he could still teach the avatar a thing or two about air bending, and herself.
Your campaigns need villains like this. Villains that react to changes in the world, and make use of them for their own ends, rather than villains that spur on changes in the world.
Have a meteor that will destroy the world in 1 week? Well, there should probably be a group of cultists who use it's intergalactic presence to bolster their magic and try to take over. But once the PCs defeat them, it should be clear that the meteor wasn't summoned by them, they were just opportunists. Maybe now, the PCs need to work together with the cult's knowledge to stop the impact.
Make your PCs begrudgingly respect some of your villains. Not because they're so cool, or suave, or powerful, but because they are actually talented and intelligent in a way that even the PCs must acknowledge. Have the villain complement your PCs during the fight.
The end of that Star Wars clip is thematically perfect, because this first major interaction with Vader forever changes Luke, emotionally. He will never look at himself, or the Force, or his master Obi Wan the same. AND, he lost a freakin arm as a metaphor for that change.
So I guess the moral of the story is have your villains chop off more of your PCs arms.