The Dark Lords:
The Dark Lords are the highest and strongest beings in the Slayers world. They hold the power, they command the Monsters, they ARE the big bads. You don't mess with these guys...
Shabradigo - (1st Season-Slayers) - the first main bad guy Lina is up against. He was imprisoned ... I think it was in the fight with Zanafar a while back (Email me if I'm wrong.) Rezo the Red Priest resurrects him when trying to get his eyesight back, and was prepared to fight him... but little did Rezo know where old Shabby would be waking up...
(Shabradigo is who Lina calls on for her Dragon Slave)
Zanafar - (1st Season-Slayers) - Like Shabradigo, he was awakened by another Rezo (big spoiler if I told you any more, but I won't) after the first Rezo woke up Shabby and Lina defeated that. Zanafar wanted Lina to throw the Giga Slave at him to see if he could stand it... or at least Rezo2 did... ^_^;; I know, it's confusing if you haven't seen it.
Demon King Gaav - (2nd Season-Slayers Next) - Red-haired, not too pretty, he likes to beat people up too much. (Like Xelloss... Really! He bloodied the poor guy!) He kind of likes picking on the weaker humans, and sends a horde of monsters after Lina and crew because they are too close to him.
Hellmaster Phibirezo - (2nd Season-Slayers Next) - A sadist to the core, he enjoys putting people through pain waaaaaay too much. It's even more twisted and sick because he takes and keeps the form of an innocent, and cute, little boy the whole time we see him. All while he hurts our beloved good guys and forces Lina to look at her relationship with Gourry in a much more serious light...
Haven't met anymore yet...
Monsters:
Monsters are the beings whose power is somewhere inbetween that of humans and the Dark Lords. Powerful, deadly, and inherently evil, they were made to destroy, to kill, and to live only to carry out the wishes of themselves and their Masters. Intelligent and even prudent, Lina hates to get into messes that involve these creatures because they are so hard to kill. Not impossible (especially not for our delightful sorceress LINA INVERSE!), but very difficult.
The Lord of Nightmares:
If the Dark Lords are the big bads, the Lord of Nightmares is their Master. He/She (I'm not sure what gender, or if it even has one) is Chaos itself, the creator of the Dark Lords and the Monsters, the entity with more power than Lina, more power than Hellmaster Phibirezo, it dwarfs any living power known, and has the power to destroy the world in a single blow. Its mind IS its power, and when Lina casts her furiously dangerous Giga Slave (more powerful than even an enhanced Dragon Slave, it calls upon the Lord of Nightmares him/her/itself) she brings the Nightmare Lord's mind into herself, to destroy her opponents, but if she loses control, the world will be swallowed in darkness.
Dan-ger-ous.
Humans:
Rezo the Red Priest was a good, popular man, who went around doing miraculous feats for many people. But little did they know how his blindness tortured him, and how he was slowly being driven mad with the need to be cured. Eris, his apprentice and the woman who loved him, went rather insane when she recieved news of his resurrecting Dark Lord Shabradigo to try in curing his sight and how Lina Inverse and her friends killed him. Eris' blind rage led her to retaliate and resurrect Dark Lord Zanafar, trying to kill Lina and crew, but ended up creating a terrible demise for herself.
Zangulus the Swordsman was obsessed with battling the owner of the Sword of Light before he died... Gourry. In the first season, they do battle, and, naturally, Gourry wins, but not without a good hard fight put up from Zangulus' Howling Sword. Zangulus respected Gourry after that fight and walked off, smiling slightly and tipping his hat in that awesome way he has, casting back a helpful comment for the group on their journey to find ... I can't remember, but it had to do with Zanafar.
Zangulus was working for Eris when he fought Gourry, but quit after that last battle. We don't see him again until late in Season 2: Slayers Next. He worked and traveled with the sorcerer Vrumrugen as they tried to locate and kill Lina and the others (failing miserably every time). 
Vrumrugen wears a dark blue robe and hood, always up, probably because he is slightly bald, and in Season 1: Slayers, he is seen with a red jewel on his forehead. The reason for this is discovered later...
Vrumrugen really stands out in looks because of his nose. It is my absolute belief that his is the CUTEST nose in all anime, and I shall continue to believe that until I find a cuter. In fact, I have a Shrine to it!
