One of the most constant criticisms of the Marvel Cinematic Universe is that the villains leave a lot to be desired. More recently, the franchise's bad guys have upped their game, with Ego, Vulture, Hela, Killmonger, and obviously Thanos all making their presence felt. While it may be that some of these have been underused, they certainly rank above the likes of Whiplash, Malekith, and Ronan the Accuser.
The next two MCU movies, Captain Marvel and the untitled Avengers sequel, are set to feature the Skrulls and Thanos as the main antagonists, but looking further into the future, the studio still has a wealth of characters to choose from.
While some of these baddies have not been used to due the rights being owned by other studios, Sony's partnership with Marvel and the Fox/Disney deal should remove all of these obstacles. Others Marvel have simply chosen not to use so far.
However, after bringing these antagonists into the MCU, there should be no more complaints about Marvel's villains.
As one of the greatest, if not the greatest, threat to have ever faced the X-Men, Apocalypse has an almost unending list of abilities and powers. Aside from being immortal, the ancient mutant possesses a healing factor, has the power to heal others or grant heightened powers, and can manipulate his body in a similar way to that of Mister Fantastic.
This big bad hasn't been used in the MCU yet simply because he has belonged to Fox previously, and has featured in X-Men: Apocalypse. Even though he was the titular villain of the movie, Fox missed the mark, completely underselling a character that could have been their version of Thanos.
Since En Sabar Nur is primarily an X-Men villain, the MCU would be better served using him as such, rather than as an Avengers villain. His use of four overpowered horsemen to assist him may echo Thanos and his Children, but it would allow Marvel to build some mystery and intrigue around Apocalypse before bringing him in as a main antagonist, much like they have done with The Mad Titan.
Apocalypse is the real deal and deserves to be portayed that way on the big screen, instead of the boring blue mess Fox made him out to be.