From a cosmic threat point of few, I guess the daemons, since they want to blow everything up. But it's more or less hardwired into their nature; they not only breathe, eat, and sleep; they're made of it. OTOH, their mission of universal destruction is so impersonal and such an often repeated fantasy villain motif (you've got qlippoths,demons, and some of the more minor fiend races vying for the whole "destroy/kill" angle) that it doesn't really have the same effect on me as it used to. I mean the whole "destroy everything because of projecting your own self-loathing onto everybody else" thing is a little bit different, but not that much in play.
On a more general level, I'm less enamored with fiends because I find they're often
a) defanged to be more or less nonoffensive
b)rendered in such a way that evil is equivocated with sexual deviance/promiscuity and/or mindless violence.
c)given more or less stock character type motivations/antics.
So yes, fiends can be quite evil, but I also often find that evil to be quite boring. Lately I've become more fascinated with creatures that either have free will or pushed innately toward good but nonetheless end up falling into villainy despite (or maybe even because?) of such good natures. There is a level of betrayal there that almost makes a tainted gold dragon seem ten times worse than a red dragon because you "should be able to trust" a gold dragon. A fallen celestial (NOT a devil!) gets my attention because the celestial forced itself from goodness and often keeps some twisted semblance of the inborn goodness it abandoned. Whereas these embers of good are supposed to lift the celestial above the depredations of evil, instead they only serve make the creature's evil more noticeable when it matters the most.
To put my point another way, putting more darkness on a dark canvas doesn't make the canvas darker. However, if you put darkness on a light background, then the difference really stands out. Evil that is tempered with some kind of virtue also often enables the evil to be more subtle, and subtlety can catch one more unawares. Ironically, if something is completely or utterly vile and evil, our psychological defenses can kick it and reject it out of hand much more easily than if the evil crosses into the uncanny valley that makes us look at ourselves through a glass darkly. The mind is equipped to deal with the gross and the blunt, less so against the more subtle and biting pain of unease and sorrow.