As another book fan (albeit one who hasn't read them in a while), the Others are the obvious "over-threat"--as an elemental force that can only be killed by very specific means, that stands poised to take the Seven Kingdoms in the depths of winter, obviously all political dealings are moot before them.
Beyond them, Melisandre, the Red Woman, strikes me as an idealist who will cause a colossal mess because of her own mistakes--specifically, she's one of the few who wields true power, but is ultimately misguided in her goals. The hero she chose, Stannis Baratheon, is a false hero with no god's blessing, and either she knows this and is setting him up, or she doesn't and she will fuck everything up.
Euron Greyjoy also seems very sinister. I don't think he's done much yet, but he is connected in some way to fallen Valyria, and he was implicated by a red priest to be incredibly threatening to the peace of the world.
Littlefinger is like the Frank Underwood of ASOIAF, because every character constantly underestimates him while he schemes everyone's life away. That said, I don't think he will suddenly become the archvillain in the last few books.
Roose Bolton (and his bastard) is a massive dick and deserves to die, but that's all he is.
The Red God seems to be the only source of power in this world, but I don't think Georgie's gonna pull a Final Fantasy and send Arya, Jon, Bran, Tyrion, and Dany to go kill him. That would be silly.
TL;DR: My money's on Euron Greyjoy causing the most damage in the next few books, with Melisandre finally falling from grace and becoming a straight-up villainess.