Well I haven't finished MC so, i'm not really that informed of Vaati, but i think i like Majora, Ghirahim, and Vaati. Majora seems like he's pure chaos, Ghirahim is planned and sarcastic, but he'd be cool as his own villian. Vaati seems like a blend of the two.
I have the FIRM belief that the main story of Twilight Princess is the power-struggle between Midna and Zant, and the 3 main Zelda Characters are actually plot devices for the two to act out on their power struggle. I always see Zant as a pauper, a low man on the totem pole of society. Going through all the steps of a monarchy and always getting screwed over for his class. Then he receives a vision from a powerful presence that he mistaken for a god, and is granted power as long as Zant fulfills his will. This god being Ganondorf. In this game I like to view Ganondorf as this world's Devil, because he's bringing out the worst in people and forcing, otherwise normal people with normal problems and pushing them to their extremes. It makes Ganondorf's presence at the end of the game where he is just sitting on a throne and letting events conspire much more potent because he is the puppet-master to the chain of events that happened.
To further Zant's complexity, there is a point where Ganondorf is about to die, but Ganondorf is apparently depending On Zant's life-force to remain alive. And that's why you see Zant snap his own neck in that quick cutscene, showing Zant making a sacrifice to end an evil man's life for the betrayal and facade that was put over his eyes. Shows a bit of a redeeming factor to Zant.