One major reason why Marvel's movie villains aren't very threatening is because Disney-Marvel doesn't want to make their films dark. I read another article in which Disney's head Marvel guy, Kevin Feige, expressed that sentiment. After all, Disney makes all sorts of toys for kids, based on these movies, and it would be bad form to market too-grim movies to children. They get a whole range of films to market to broad audiences, adults and children alike: Hilarious space adventures like Guardians of the Galaxy, quasi-gritty thrillers like Captain America: The Winter Soldier, and silly heist capers like Ant-Man. The audience cheer for the heroes, and none of these film villains decapitate their failed business partners with a car door. The villains on Marvel's ABC network shows are just as tame as their movie counterparts, by virtue of being on prime-time network TV.
Another reason why Marvel's movie villains aren't very threatening or fleshed-out characters is that the medium of film is very restrictive. The space between 90 minutes and 3 hours isn't enough time to fully form more than a handful of characters, if any. It's probably just enough time to establish that the protagonist is likeable and the antagonist is unlikeable, and that's about it. (Then again, Marvel's go-to villain, Loki, has all sorts of fans, in all likelihood due to the actor.) Add in a whole lot of heroes to the mix, and the character depth will end up a bit shallow.
In contrast, using the TV season medium, there is enough time to flesh out characters. I think the 10- to 13-episode format is perfect to give depth without necessitating filler episodes. The 22-episode TV season format that American audiences are used to has quite a bit of filler. Compare Agents of S.H.I.E.L.D. full season with Agent Carter short season: The former stretches the season-long arc with lots of diversions in between; the latter's short first season is all main story and no -- or little, if any -- filler.
Daredevil's first season highlights the origins of both the hero -- a blind lawyer with superpowered other senses -- and the villain -- a big bald guy with anger issues. The show's 13 episodes give us enough time to get into what makes the hero tick, and what makes the villain tick. It's basically a 12-hour+ movie. I must praise Vincent D'Onofrio's take on Wilson Fisk (not yet named Kingpin, if that's a spoiler). You can see an awkward, scared, angry child bubbling inside the facade of the big, bald, bad guy. You know he cares about his right-hand man, his girlfriend, and his mother. You don't get that sort of sense with any of Marvel's (currently) one-off film villains, from Obadiah Stane to Malekith to Ronan to Ultron to Yellowjacket. Loki gets some depth by virtue of being in three movies, thus far.
The point of this quasi-essay is that the 10- to 13-episode season is an excellent medium for storytelling, among all edited audiovisual forms (i.e., TV/film/video). It is potentially the ideal form of edited audiovisual storytelling. Breaking Bad and Game of Thrones have thrived with the filler-less, shorter season format. As a preliminary judgment, here is my hierarchy of edited audiovisual media, regarding potential storytelling depth, especially characterization:
1. Shorter season, as noted above;
2. Longer-season, hopefully with minimal filler;
3. Franchise movie, hopefully with quality sequels;
4. Self-contained film -- the simpler the premise, the better, due to limitations of the medium.
Of course, none of the media listed above can top the potential of a tightly-packed, multi-layered book. (Or a comic book or graphic novel, but I don't read comic books.) Literature as a medium has the potential of telling the best tales, and it is probably the ideal form of recorded, published storytelling. That being said, there are a lot of poorly-written books. Short-season shows have the potential to be utter sh*t with crap characters. The filler episodes of longer-season shows might be brilliant (e.g., a few fan-favorite episodes of Supernatural). Movie franchises and trilogies might be fantastic, but they are usually less than. Self-contained films tend to be made more for the sake of storytelling than for selling Happy Meals, so my hierarchy above really means very little, when there are plenty of counterexamples.
My point, if there is one in any case, is that for stories with heroes, villains, anti-heroes, supporting characters, and tropes of that nature -- comic book movies, basically -- the shorter season might be ideal for deeper characters. Longer seasons usually rely on filler episodes, which in turn, introduce one-off shallow characters in the process. Franchise movies have a greater risk of being hit-or-miss, and one-off villains tend to be flat caricatures. Comic book or other potentially franchise movies that fail commercially end up as self-contained films. TV shows and movies marketed to broad audiences tend to be lighter fare than darker, weirder media for niche audiences, and the potential for large profits informs producers to lean toward lighter fare.
In conclusion ... Netflix.
In conclusion, Netflix and Amazon Prime Video and HBO on cable and HBO Now are basically at the forefront for telling excellent stories, based either in fantasy worlds or closer to our reality. Binge-watching is good form, but appointment TV with filler episodes are passe. Watching movies in theaters tends to be an inconvenience, unless the movie is really good/fun/big/marketed well.
So yes, my conclusion stands ... Netflix.