I liked Vayne as a villian, though I wish he was a bit more involved in the story as he disappears for quite a while it seems. But he was fairly evil, even if he thought he was doing good. Though he did produce one of my most favorite lines period towards the end of the game. (SPOILER)"Cid, killed by his own son. A rather common tale of late." I was all like when I heard that.

Also Zemus didn't come out of nowhere, he was foreshadowed to since the first tower where you encounter Golbez, and didn't appear within the last 3 seconds of the game to say "Let's fight!" like other villains, they actually gave you some time to ease into the idea of him existing.