I've reached an unprecedented 16 followers (hello Tatiyana and labcoatman!) so I suppose I should provide content of some sort. While you wait, try my non-Who gaming blog with its hundred-plus articles and measly seven followers...
One thing the revived series picked up from its modern influences like Buffy was a seasonal arc, with some episodes standing largely or totally alone and some tying in directly even before the big two-to-three-part finales. Bigger On The Inside has been talking about these recently.
These came complete with a Big Bad to fight at the end. Russell T Davies brought back the four classic Big Bads that earlier viewers would think of for his four years of full series - in the order they appeared in, and pretty much the order of importance old fans would list them.
Steven Moffat has gone a slightly different way with this, bringing in an apocalyptic threat the Doctor can't argue with last year (as well as a vast number of his enemies who refuse to listen to his arguments) and then a new Big Bad from out of nowhere in the current mid-series cliffhanger.
Since the series is built to continue until the end of the universe or the BBC, whichever comes sooner, it doesn't follow a strict Sorting Algorithm of Evil where we start with the least powerful Big Bad and end with the most. The RTD run did, effectively, although the Time Lords' plan to destroy absolutely everything including themselves is only very slightly bigger than Davros and the Daleks' plan to destroy absolutely everything except themselves.
So Moffat pulling it down and ending with a much smaller threat (even though the universe was in the process of collapsing, it came down to a fight with one barely-functional stone Dalek) lets it build up again, or veer off in different directions.
I've gone up the Sorting Algorithm myself when running Buffy, ending with Death itself, so while I don't mind pulling out an omniversal threat every thirteen sessions in The Door In Time I might end one run in an entirely different manner.
So if you're going to build a Big Bad, how do you go about it? Do you bring out a classic, or is that cribbing too much from the Doctor? What themes do you have running, or think the players might find interesting? What's the villain's gimmick this time? Is the new threat bigger than the last, or smaller, or a different style entirely?
Example: The Infinite Man
A project to access parallel worlds has gone disastrously wrong, allowing other realities to invade ours - and giving its creator the ability to draw power from any and every reality. If he continues, he will become a living black hole and a threat to every parallel at once!