The unifying villain of Keep on the Shadowfell is Kalarel, a cultist of the demon of undeath, Orcus. He plans to open an ancient rift lying under the titular keep and thereby create a hole between the material world and the temple of Orcus in the Shadowfell.
Evil cultists and dark portals are a well-worn cliche, and Kalarel treads it to a fault, but the amusing thing about him is that as villains go he's quite notably crap.
He gives off the impression of someone who's read a wide selection of magazines on being an evil mastermind, and finally decided he had to give it a try in person. Everything he does could come straight from a textbook, from such staples as "hiring goblin mercenaries" and "raiding local villages" through to "lairing in crumbling ruins". If he was on the internet, he would have a villainy-themed MySpace page.
It's hilarious because none of it makes any sense outside the context of the cliche. There is no reason for him to be raiding Winterhaven. Winterhaven has nothing that he wants. In fact, had he not sent Irontooth and the kobolds to raid Winterhaven, no-one would ever have known he existed and he would have completed his plans in peace.
Similarly, he has this tribe of goblin guards. What are they guarding him against? The hobgoblins, who appear to be guarding him against the undead? Or the undead, who appear to be guarding him against the goblins?
He writes these letters to his minions, full of expository text and signed with his name. They run along the lines of, "Dear minion, just a reminder that, as you know, my evil plan to open a gateway to the Shadowfell is proceeding apace. As you are well aware, I am still in the crypts under the keep, where I must not be disturbed by pesky adventurers. Love, Kalarel." And then his minions keep these letters in their pockets for weeks, just so that they can be found by heroes following the minion's inevitable death.
Kalarel's flunkies appear to have some awareness of his crapness. In an attempt to tie Keep into its sequel, Thunderspire Labyrinth, one area features some dead Thunderspire Slavers. They've come to the keep to try to sell Kalarel some slaves, but Kalarel, delighted to finally have some intruders to gloat at, locks them in an elaborate deathtrap intended to slowly drown them. Not being heroes, the slavers do indeed drown, much to Kalarel's chagrin. Kalarel's hobgoblins, noting the Thunderspire group as being notably higher level than their boss, quietly do a bit of bargaining behind Kalarel's back to appease the ringleaders of the organisation, and thereby probably save Kalarel's whole operation from being summarily wiped out. Kalarel remains oblivious.
The drowning of the slavers also gives birth to a blue slime, which begins rampaging through the local cave system. Kalarel sees nearly a quarter of his goblins and hobgoblins eaten by the thing as he attempts to get it under control, before finally giving up on the whole mess by barricading the slime into a single chamber and writing "Do not enter" on the door. This is not, typically, how a powerful dark priest solves his problems, which is part of what makes Kalarel so witlessly endearing.
Even Kalarel's plan doesn't really make any sense. He intends to open this gateway to Orcus' temple in the Shadowfell, a dark plane of undeath energies. However, neither the Manual of the Planes nor the Open Grave supplement make any reference to Orcus having such a temple. Indeed, Orcus lives in the Abyss, and is notably wary of setting foot in the Shadowfell thanks to a longstanding feud with the Raven Queen. Even if Orcus followers had established a temple in the Shadowfell, it's not clear exactly what a gateway to it would achieve, as the Manual of the Planes describes gates to the Shadowfell as more or less as common as dirt, in the face of which the universe has notably failed to collapse into chaos.
As a DM, you can write in the fine details to make Kalarel's plan both menacing and clever, but it's awfulling tempting to not, and have the final punchline to Kalarel's whole ridiculous scheme be him tunnelling into some poor Shadowfell peasant's cottage. As the gate finally opens, this salt-of-the-earth type peers through and says, "'Ere, wot's all this then? Some blighter's opened a portal under me armchair! Bloody cheek! Mildred, fetch me the broom!"
So very tempting.