The bigger problem for villains is one of time. To get a really good villain 2 things need to happen. First and foremost you need to be able to give them well written screen time. Secondly, you need to establish them as much as the hero in any story. Depth, motivations, actions all need to be shown. Loki is a perfect example. In Thor 1 I think they spent more time telling his origin and motivation than they did Thor's. They show his distrust, damage, and complex motivations. Thor's by contrast was pretty simple. Bad alien race Thor smash, then celebrate, drink beer, and do again. He had to grow into a complex being who understood sacrifice, the greater good, and leaving well enough alone.
Then for the CBMs you need to not kill them off as fast. That way they can develop further. So far the villian I think they screwed up the most was Ronan. There really was no need to kill him. They could've brought him back again and again as an enemy of the NOVA Corp, & Guardians.
You may always need some throw away threats just to establish hero's and move a plot, but for a truly great villain, you need someone who has just as much if not more presence than the hero. The hero's motivations will always be relatively simplistic, it's the villain though that will provide the depth and complexity. Just look at any good interpretation of the Joker. Batman knows his limits and his rules, Joker is the one to bring the complexity and push Batman to a point where anyone would consider breaking those rules.
Best so far MCU:
Loki, Winter Soldier, Alexander Pierce,
Up & coming / Lots of potential
Ross, Justin Hammer, Thanos, Zemo, Mordo, Dormammu
Good entry Level
Red Skull, Obadiah Stane, Kaecilius, Darren Cross
Wasted Potential
Ronan, Ultron, Mandarin, Red Skull (I put him in both because they got rid of him which I think was dumb),
Stupid
Whiplash, Malekeith,
They now could stand to bring in some long standing, bigger, recurring threats to challenge the heros. Not just one and done cannon fodder. The best villains also need to be earned. You can't just drop them in like BvS did with Zodsday.