Malekith isn't a very developed villain, but I don't think the one from the comics is either; he's a classic myth villain. He wants to destroy the universe, because that's the sort of thing a Dark Elf instinctively wants to do.
The film has great action, terrific design, and effective humour. It also probably has a few too many supporting characters, but that's nothing new. It's also a bit unfortunate that Frigga was in the first movie so little, because the biggest emotional aspect of the film would work better if that had been the case.
Also, Sir Anthony seemed kind of bored to me.