I read, write and get intern-y on the asses of many paranormal, fantasy and sci-fi novels. One of the most important aspects of these genres? The baddies. These grey guys and gals, for the good of your novel, need to be "present" from the very beginning.
There are books where we get the villain's point of view--usually in the third person--and while much of this will still apply, I'm about to talk more about books written from the protagonist's POV.
In a good piece of fiction, the villain is present in every scene. They might not be kicking the protagonist's ass; they might not even be peering around around the window ledge when the protag isn't looking (though done right, that's ooh-mama creepy). Done with skill, the villain's shadow hangs over the life of the main character, and the world has been twisted in the wake of their wrongdoings. Do this right and the reader will wait until the last pages to meet that villain (see JK Rowling and he who shall not be named for a masterclass in this method, including 1.0: if your baddie isn't showing up until the last chapter, he'd best have some entertaining minions to keep us going until his big entrance).
The pacing of your villain's appearances is important. If they're not turning up for the first half of the novel, as readers, we really need to feel the affect they've had on their victims. We need a build-up of tension, and a villain who fulfills our expectations when they finally appear (with a bang, preferably--whether it's sinister enough to make us shiver, or scary enough to make our fingers tremble as we turn the pages).
In dystopian fiction, for example, the villain is often embodied in authoritarian practises. Society is influenced and organised as a direct result. This is a great way to think of your fantasy and sci-fi worlds--how has your society responded to your villain? Do they have special rules and rituals to protect them? How do the anxieties and traumas caused affect people on a personal level? If the villain is yet to emerge, this effect will swell during your story; if they're more established, it will be present from the start.
When your villain shows up, make sure it's for a reason. Your villain is not passive; they can't just appear to expose a bit of their evil plan and then mosey off before someone catches/shoots/vapourizes them. Think of how the people of your new world feel about this person. When Dastardly Davina shows up, you must use that scene to make the readers feel the same way.
You might be writing only from the protagonist's point of view, but you're congruently telling the villain's story. They're just as complex, and in their head, their motives are just as valid. Don't stoop to two-dimensional baddies--your book will suffer. And I will think that you suck.