Meaningful antagonists are often one of the lasting, remembering aspects of a story. While not always a simple thing to implement successfully, creating enemies that make an appearance in every arc of a campaign eventually becomes part and parcel to a GM's toolbox.
If you're starting from 1st level, try to keep things organic; have a grand plot in mind and provide strings that lead to it. Eventually the means to start these threads—a merchant, mercenary, noble, peasant or other NPC encountered by the party—will provide you with a rogue's gallery that your players will remember and look out for. Keeping these characters alive is another matter entirely (and is sometimes downright impossible) but that doesn't mean you can't bring them back. As a matter of fact....
#1) Back and Better
The hour you spent painstakingly crafting a critical NPC bit the dust when natural 1s and natural 20s defied probability.
These things happen—don't panic.
Simply resurrecting an antagonist is always an option, but don't count out reincarnation or other, less savory transformations. Not everyone needs to become a death knight, mind you, and you should take this opportunity to flex your creativity a bit. If there isn't a template or other advancement option for that character's next scheduled appearance, make one that fits your plot! The return of a nemesis will grab your players and with new, unexpected abilities, they'll be a captive audience.
There's something like 70+ classes legal for 3.5 play that can grant a familiar, and plenty others in Pathfinder (there's even an Advanced Rogue Talent for it). If none of those are good for your villain (although they need not be villainous—see point #3). take a look at feats and the like.
The intelligent application of a familiar can allow the antagonist to act unseen and doesn't have terrible repercussions if the creature is caught or destroyed. This also allows for scaling to occur at a rate equal to the party's advancement, and unless you've played your hand too quickly, the PCs won't be suspecting every single animal they see to be a potential spy (and if they get that paranoid, it's probably time to lay off them a bit).
#3) Villainous Relativity
What IS a villain? Is it always going to be Sauron, Morgan le Fay or Jafar from Aladdin?
This, of course, need not be the case.
Keep a list of extra names handy if you don't have a talent for titling characters on the fly, and whenever an opportunity presents itself, have an NPC introduce themselves. Whenever plausible, have them make another appearance in the game.
Did the PCs really impress some maturing folks in the village when they completed their last quest? Have one or two follow them about, emulating them—maybe the party likes them, or grows to compete with them. When things go awry, the NPC turns to resent the group and begins to act in concert against them with your chief antagonist.
What about the inadvertently maligned? The crooked merchant that profited from the thieves' guild? The vengeful relatives of dead enemies? The offspring of murdered creatures?
Not every encounter needs to be a deeply meaningful and memory inspiring experience—that would defeat the purpose by diluting the overall effect—but if you can manage it, reoccurring NPCs will provide your game with a greater level of immersion.
Next time the PCs order a flagon, have Trevor Gralden, an inquisitive and polite new arrival to the town, bring it out to them; a year later, he might do the same in the armor of an antipaladin, but with chalices full of blood rather than ale.
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