Superman is locked in a battle with Lex Luthor, who is threatening to melt the polar icecaps and flood the world. Meanwhile, in Gotham, the Joker is going to gas the city and meanwhile in space, the Green Lantern is getting ready to defend against the invading........Who does Green Lantern fight again? All of these examples have villains that are exhibiting differing levels of threat.
You can class various villains on tiers of the type of threat they present to the world and the heroes. Evil will usually ensure that the hero's successive opponents will each be higher on the scale than the last, but, due to the caring about effectiveness as well as scope, not always. In general, the hero will also have the same potential for destruction as his villains, but usually is slightly below them, because underdogs are more relatable. Having a wild range of villains may help avoid causing a feeling that The World Is Always Doomed because Evil Only Has to Win Once. Personal Threat
The villain poses significant harm to a single person or small group of persons. City Threat
Villain possesses capabilities to do significant damage to or destroy a city.State/Province Threat
Villain can wreak enough damage to destroy or otherwise defeat a large group of cities.National Threat
Villain can destroy a country or take it over and ruin it. The path to Diabolical Mastermind tends to end here, but not always. Global Threat
Villain poses significant threat to the world at large, up to and including World Domination and destroying Earth. via large army, colossal superpowers, or a Doomsday Device. Evil Overlord tends to describe them.Multi-Planetary Threat
Forces able to credibly threaten more than one planet or solar system but probably not able to dominate a galaxy. Galactic Conqueror starts here. Galactic Threat
Villain has the capability to destroy or control the best part of the galaxy. Galactic Conquerors are this threat level. Universal Threat
Villain can conquer the universe, or even cause The End of the World, all of creation blinked out or ground beneath an iron bootMultidimensional Threat
These guys won't stop at a single universe, they'll cross time and space to either take control or just smash all of reality to pieces.