So far, we've gone through a lot of different types of magical bad guy:
Warlocks
Demons
Werewolves
Ghosts
Vampires (Red)
Plant Monsters
Fae Nobility
Possessed Mortals
Fallen Angels
Sorcerers
More Vampires (Black and White)
Necromancers
Zombies
Shades
Fetches
Djinn (half Djinn, anyway)
Ghouls
Outsiders
Fae Hitters (Gruffs, Hobs)
Skinwalker(s)
Devourers
Vampire Lords/minor gods
More ghosts/Undead sorcerers
The Wild Hunt (sort of, briefly)
At least one Sasquatch equivalent
Octokongs
Summoned suits (Binder's guys)
I'm sure I missed some. Additionally, there are some currently known entities who either are baddies or have the potential to become so:
Still more vamps (Jade)
Whatever Drakul is
Rakshasa
Fomor
dragons
Dragons (capital D)
Old Ones
The British Prisoner
Parallel Universe beings
Retired gods and goddesses (Odin and Hades are still around, and Odin said others still roam, though without their old purpose)
The Archive (previously an ally, but who knows what might happen?)
Kincaid (ditto)
Arthur Langtry
The Original Merlin (depending on what crazy theory might turn out to be true)
And there are some things which have either been speculated on or confirmed for the future:
Kaiju
I know I missed some (haven't read all the short stories or graphic novels). What do you guys think we'll see coming up? What would you like to know more about? Who do you think is done, and won't come up again? Personally, I'm very curious about this Rakshasa thing that put Christos in such a good light with the White Council.