Dropping the main villain into play at an unexpected time can cause an interesting surprise for the heroes in a game. Choose a time when they are relaxed and expect to be completely safe.

For example, nobody is going to expect trouble when they're buying equipment from the local blacksmith in the village a good ten miles away from the Dungeon of the Lich Lord. Least of all the Lich Lord himself striding into town to seek vengeance against the retired warrior blacksmith who raided his lair two years ago.

Transcript

Han: —been to Dagobah a few times to drop off supplies, but never saw—
{beat, door opens, Vader revealed}
Han: You!!
[SFX]: Pow! Pow! Pow! Pow!
GM: The shots miss Vader.
Han: Wow, they were good rolls too.
Darth Vader: Hello, my daughter. Once again, your choice of company disappoints.
Chewbacca: Here we go again.
Leia: Oh... I totally should have seen this coming.
{Clone troopers appear behind Han, Leia, Chewie}
Lando: So... you guys know each other??