Emperor Palpatine/Darth Sidious was arguably the most terrifying character in the entire franchise. Palpatine seems to be the most needlessly evil, and outright cruel character. It is virtually uncountable the number of deaths orchestrated by himself. He orchestrated every atrocity that occurs throughout the franchise.
The Expanded Universe shows us that he also killed his own parents and siblings, showing how monstrous he really is.
Worse, in the film, Darth Vader himself says that the Emperor is not as forgiving as him.
Throughout the films, we find out he is behind almost all the bad things that happen—he engineered the invasion of his own home planet, started the Clone Wars and used the start of the war to gain considerable emergency powers, nearly annihilated the Jedi Order including the children, turned Anakin to the Dark Side, killed and disposed his loyal Separatist allies when he had no use for them anymore and made the Republic into a fascist dictatorship ruling by fear and using planet-destroying superweapons like the Death Star against anything with the idea of dissenting and personally destroying entire populations that conspire against him. He only has loyality to himself—it is implied in Episode VI that he treated Darth Vader as expandable when Luke defeated him and wanted to make Luke his apprentice instead while leaving Vader to die.
To get an idea on how terrifyingly evil Palpatine is, his own actor directly compares him to the Devil. Not just that, but he claims that Palpatine is more evil.
The Dark Side ending of the first game from The Force Unleashed. After killing Darth Vader, Starkiller tries unsuccessfully to attack Palpatine. Next thing he knows, Palpatine grips the Rogue Shadow with the Force and, with Juno Eclipse still inside the ship, throws it on top of Starkiller. The last thing Starkiller sees is darkness until he wakes up on an operating table, finding himself being clad in a suit of life support armor. Add some last-second Eye Scream, and you'll wish you'd chosen a different final boss.
The second game's Dark Side ending would also count for some. Starkiller raises his lightsaber, ready to end the threat once and for all. Suddenly, a blood-red lightsaber emerges from Starkiller's chest. The attacker decloaks, revealing a hooded figure. RahmKota charges. The hooded figure whips around, blocks all his attacks, and flings him into his Rebel escort. Then, he sends them flying to the ocean below. Vader stands over Starkiller, and says that he lied when the cloning process hadn't been perfected. The hooded figure reveals himself. His face is a perfect image of Starkiller, only devoid of ANY emotion. That has to give one chills.
How about the downloadable Endor level from the The Force Unleashed 2? It follows the alternate dark side ending of said game with how differently things would have played out in the movies had Vader's evil Starkiller clone been a success. Taking place during Return of the Jedi, Vader sends the clone down to Endor to kill the Rebel forces trying to take out the shield. Throughout the level, evil Starkiller mows down all the rebel soldiers as well the Ewoks and successfully kills Han, Chewbacca, and Leia (it was implied that Luke froze to death on Hoth in this timeline). And of course there's a scene afterwards of the Emperor proudly announcing the Empire's final victory and killing Vader upon realizing his secret betrayal. The whole level is basically one huge case of "right in the childhood."
Even worse is how evil Starkiller kills Chewbacca: by using him as a live shield when Han attempts to open fire at him.
Just be thankful it didn't show what he did with C-3PO and R2-D2...
The Force Unleashed sequel has a level on a Nebulon-B frigate. The ship is boarded by unknown forces, led by Boba Fett, but as you go on through the level, you learn that what your facing is terrifying. The spider droids latch onto you with razor-sharp pincers. The infantry can teleport away from your lightsaber strikes, and have cybernetic upgrades along the lines of Grievous. The giants have scalding hot claws specifically designed to cleave through durasteel. The walker could crush you like a bug, and has a screech that sounds like a demon had it's vocal chords ripped out, and combined with nails on a chalkboard. As you progress through this level, you'll learn that this contingent of Elite Mooks are called the Terror Troops for a very good reason.
There was a webcomic called Evasive Action, which described the lives of three Padawans who survived Order 66 and went into hiding. They were on Felucia when Order 66 was issued, and in a convenient spot to watch Aayla Secura get shot down by her own troops◊. Take a look at the background image of Aayla's Dies Wide Open expression... yeah.
Destiny's Way mentions some of the critters employed in the Yuuzhan Vong Sentient Sacrifice. Flaying knives, flesh-eating beetles... We knew already that it wasn't a barrel of laughs, these being the Yuuzhan Vong and all, but still...