Too often in games and movies we're given a villain who lacks development. We get to see the protagonist develop usually from a supposed orphan or weakling who develops into the confident hero who often discovers they're actually heir to the throne. Thats the common easy plot you see repeated all the time in movies and games.
What I'd like to see is the villain developed to a greater extent. Give them a background, where did they come from, goals, motives etc. Instead we usually get the big bad guy who wants an item, or person and they need it to rule. These token bad guys usually have sterotypical big evil looking armor, sinister features and hordes of minions who do whatever the big bad wants regardless of their treatment. They apparently live in destroyed and featureless landscapes usually active volcanoes.
For example Peter Jacksons version of Sauron from Lord of the Rings movies. Sauron apparently has nothing better to do then stand around in an active volcano wearing armor (awfully hot) and clenching his fist at the sky. How do they provide for their armies ? They must pay well considering they usually outnumber the "good guys." What do they eat ? Considering their own territory usually appears to be wasted landscapes covered in molten lava and brimstone. The benefits must be good if these guys are able to create massive armies. Thats never really explained unfortunately.
Dragon Age Origins is another example. Great game awesome story and yet the main villain is never explained. The Darkspawn just show up and want to kill everything and they're lead by a big evil looking dragon. What do they benefit from this?
To conclude, basically I'd like the writers to put more depth into their villains. Give them a backstory, what made them what they are, what they want, why they're doing what they do. Don't just set them up and ok here you go the sterotypicall big baddy in nasty armor and red eyes living in a volcano is coming and you need the sword of bad guy slaying to win and the only one who can is the orphan who doesn't know he's actually the big good guy king. Thats essentially the plot for almost every fantasy novel out there.