For me, A villain is someone who is in a powerful position, a very influential, charismatic, and manipulative individual who would even give the heroes a thought of their decision makings.

A villain has to be rare to be seen and remain mysterious, you don't have to explain how he/she get to the top, just that he/she did. You can leave pieces of it for the viewers/readers to theorize.

They don't always have to give their underlings/mercenaries/workers a threat, but to calculate their flaws to avoid the same mistake which will give the heroes more challenges. Their has to be a reason why their are so many who would follow the villain's side other than just being terrifying.

A villain doesn't have to reveal his/her true intention, expression, or goals. They will have to leave a blank or fake impression which will make heroes and readers feel curious and nervous for not understanding their endgame, just theorizing.

The villain's henchmen will have to be the brawl while the villain itself may not be powerful, but intelligent, calculative, resourceful, and filled with so many allies. making him/her seemed untouchable.

A villain is always interesting when they win on many occurrences against the heroes or is in a stalemate, not some Saturday morning cartoon villain that twisted their mustaches and wonders off.

If the media is for kids, than I can understand why the villains might not be that evil.

I also get the feeling that most villains are more antagonists or foils. They are mostly just there to give the protagonist a hard time. Sometimes they come off mostly just selfish or greedy.

I think melodrama also plays a role in shaping the villain trope. The camp, the silly design, the trope of him kidnapping the girl, etc. But also the overdramatic dialogue. I can understand why that could be frustrating if you want a villain who’s more grounded or realistic.

I agree that some realistic villains less talk and do more. Then again, I think it depends on your audience target. Like @NickRowler said, if your story aims at kids, they may come across as 'not that evil'. Personally, this because you have to make it simple for the kids understand. If you aims at adult audience, they have to be more realistic.

It entirely depends on your story.

How villain are they? How cruel? How vicious? How their actions affect the situation, the world they are in, so they deemed as villains? How grounded are they in their actions, or are they just simply madman? Maybe exploring more in what made them villain helps.

A true villain, in my opinion, can't be a villain. He has to be the hero in his own story. Hitler, Stalin, Moa... all thought they were the good guys. As once you think you are good, and the others are bad, everything is permissible. And if you think the others are evil, then it is your moral duty to hurt them. But to come back to your point, the villain is only as smart or clever as the writer. That is not as easy as you would think as most writers just make the good guys do dumb stuff to make the villain smart. Or worst it's the "of course I let you capture me, because I'm 4 steps ahead of you and it was all part of my plan" type of villain which just comes off cheap. The villain should have a goal, and the hero is just in the way. The goal should exist whether the hero was there or not. And if it wasn't for the hero, the villain would succeed in that goal. That means the hero matters.

As for making the villain brutal, that depends on the story. Killing people in cold blood is actually not easy to do for humans. So just getting rid of the hero might be the goal. Unnecessary bloodshed being seen as a waste. There are many ways to play this. If the villains just shot the hero the first time they meet, it would usually be a short short.

In terms of truely terrifying villains, I usually find the ones that most closely resemble real life villains to be the worst.

I'm thinking the manipulators, narcissists and radicalisers like Homelander in The Boys, there are scenes where he's goofy but he has such a strong hold on some of the most powerful characters in the story that you know he's not to be messed with lightly. Also needlessly cruel, often just in small ways but sometimes just killing out of spite or making someone deaf because he perceived his existence as an insult.

Silco from Arcane is also a good example because you're never really sure if he cares about anyone, because every single kind action he does could be seen as manipulation to get what he wants, but oftentimes it feels genuine.

Sangwoo from the thriller Killing Stalking is also terrifying to me in part because so many people IRL fell for the manipulation of a character in a book and genuinely believe he loved his victim Yoonbum, when he's very obviously a narcissist and manipulator.

Villains are supposed to be stupid (or if really smart just have to make that one stupid mistake) so the hero can win.

But what is a villain anyway? Sometimes it boils down to a matter of perspective.

What about:
Hannibal Lecter, Freddy Krüger, John Kramer (Saw) Michael Myers, Norman Bates, Jack Torrance, Xenomorphy (Alien),
Leatherface (Texas Chainsaw Massacre), Pennywise, Annie Wilkes (Misery), Pinhead (Hellraiser)?

This is Punisher MAX: The Slavers. It's the last time Garth Ennis wrote anything good.

The series works well because The Punisher can only be considered the hero of the story because the people he's killing are far worse than he is. The kicker is that they're all based on real people doing real evil in our world.

Read a Tale of Two Cities. There is a lot of plotting and masterminding, but Madam Defarge is one of the most lethal villainesses I've ever read.

Not at all. I think you might just be consuming a lot of media that doesn't really want to take itself seriously. Stories for kids, or stories that are super campy (i.e. more interested in portraying a 'fun' villain than an efficient one) or stories that have a runtime to fill and don't mind dragging their feet a bit. ^^; None of these things are inherently bad or anything, but if you just want the villains to start upping the body count and get sh!t done, then you're gonna walk away unsatisfied.

I think probably the most maddening instance of this in my memory was in RWBY, when the heroes accidentally run into the 'final boss' of the series, an immortal witch who's killed countless innocents and supposedly cares for nothing and no one...only for all of them to walk away unharmed and unscathed, ¯_(ツ)_/¯
And everyone else was gushing over this brief encounter/pseudo-battle, like "oh my gosh, none of their attacks can hurt her! She could have killed them all easily; isn't she so scary!?!???"
And meanwhile I'm sitting here like "no, because she didn't even try." T_T

I didn't expect the main characters to get killed, but I did expect some amount of harm to come to them. Broken bones, bruises, bleeding wounds. At the very least, fear, screaming, trauma. But nope, the villain was conveniently distracted enough to just let them all go. ¯_(ツ)/¯ Even though she doesn't actually know them and would have no reason not to kill them on sight. ¯_(ツ)/¯ Just have her hold them down and vamp for a bit, and that'll be our uber-scary sneak peek at our final boss. ¯_(ツ)/¯ ¯_(ツ)/¯ Don't try to raise the stakes of the show or anything...

That's the scene that convinced me that RWBY was essentially just a kids' show pretending to be 'mature'. And there's a lot of media like that out there, covering the screen in blood and leaning on the artists and actors to create a scary atmosphere...while at the same time, clinging desperately to the status quo and preventing actions from having consequences, because they want to keep the plot easy to write and digest, and keep their main cast intact and unchanged for marketing purposes. Fortunately, these things become easier to spot the more you run into 'em. :T

I don't really know what sort of media you lean towards, but I have some recommendations for stories with villains that actually try to win, if you're interested. I'll list 'em in descending order of maturity:
Anime: Noir, KARAS, Rozen Maiden, Senki Zesshou Symphogear*
Live-Action Drama: Nikita, The Mandalorian (S1-2)
American Toon: Avatar: The Last Airbender, Avatar: Legend of Korra, Infinity Train, Transformers Prime, Ben-10 (original series)

...Yeah, these lists are short, but that's only because not everything always has a clear "villain" who wants to hurt people (hence why the longest list is 'American Toon'...my recent favorite Live-Action Drama and Anime aren't structured that way, so despite being good they're not on the lists ^^; ). I hope this helps, and that you find some villains you like someday.

*I'm always iffy about recommending Symphogear due to all the fanservice, but I can't deny that it's an action-packed show that does not waste time. I was looking back through the first 2 seasons the other day, and I was amazed at how much the plot progresses in every episode...they really don't make magical girl anime like that anymore...

I agree. When a villain is about to kill someone (shot gun or knife), they talk enough to let the victim (or the hero) enough time to escape or to be saved. In real life they don't waist time chatting, they kill. And they do it quickly.
Same in a real fight, people don't have time and energy to talk, to explain the Technic they use... they just fight until one of them win.

I think the reason why is that the script itself is bad. The authors create a "fake" suspense, a "fake" threat while we already know that the character in danger will survive. The authors don't know how to create a real danger and they don't know how to make the character escape from this danger a better way.

That's why this type of scene is boring and not believable. So, it's useless.
Your expectations are not too high. It's the storyline and the characters that are poorly written.