Re: Should the archenemy be first?
It depends. Some archvillains are so integral to the hero's origin, that you really can't get away from them in the first film (Loki, Magneto, Red Skull, etc.). Can you imagine a Thor franchise were you have to try and establish Loki after the fact? It would cause more problems than just putting him in the first movie. I'm already trying to figure out how to include Balder without it looking forced.
Then you have cases where the character isn't explicitly needed in the first film, but the story the director wants to tell requires it. A good example of this is Spider-Man. The Green Goblin isn't necessary for a first Spider-Man film, but Raimi wanted to tell the story of Harry Osborn becoming the Goblin, therefore for that particular story the Goblin had to come first.
Then you have characters like Iron Man or Hulk where it really is better to build the archvillain up over a longer period of time.
So it really depends on the character and story being told.