Zombies are a given. Hordes of zombies just rule. If you find yourself getting bored with zombies, then you're doing zombies wrong. I prefer horror zombies over fantasy zombies, though... they're so much scarier with some means of propagation.
I have a soft spot for liches, too. In particular, I like to speculate on "the good lich," like perhaps an elven wizard who chose to become a lich to protect some sacred site. This is especially interesting if you consider lichdom to be something inherently evil or corrosive to the soul... they'd probably have to go through some crazy loopholes just to maintain their sanity and "goodness."
One idea for a BBEG I've been toying with is a Genasi firesoul lich swordmage. Something about the image of an undead being of fire with a sword screams awesome to me. Maybe his fires now burn a cold blue, or maybe he's cloaked in an ever-shifting cloud of ash... yeah, a simple fix for the "boring old lich" is just to give him a weird base race. Imagine a warforged lich. Or a shardmind lich. Or a minotaur lich, with some ultra-metal horns? Mmm.
On the question of "can you make a zombie and a ghost from the same dude?" I've always assumed that, yes, you can. So long as you're making a soulless, mindless zombie with no frills and a ghost composed solely of the soul. In fact, I've always wanted to give my BBEG a special spell entitled "Tear Soul from Body," which is exactly what it sounds like. The villain rakes his fingers over somebody's heart, extracting a wispy white, silk-like material... the victim's soul. The soul is instantly transformed into a ghost enthralled to the villain, and the body immediately rises as a pet zombie. Tell me that wouldn't scare a player!
Vampires, like others have said, have taken some hard knocks from pop culture in recent years, what with Anne Rice and, more recently, Twilight. I've never really been tempted to use them, but I think they still have a place in D&D. One option is to go feral with them, which is cool. Or you could have a sort of murder mystery, where the PCs know a vampire is murdering people in town, but they just don't know who the vampire is. Vampires are still cool in my book because they're one of the few popular, commonly-known undead that can still blend in with normal society. My point is, if you're going to have a brooding, angsty vampire, put him in a city filled with intrigue, not a dungeon. He's wasted in a dungeon.
Finally, I've never statted this guy out in D&D, but I've used him in freeform PbP to great effect. Feel free to steal. His name is The Glutton, and he consists basically of a giant swarm of legs and arms, extending radially from a central point that conceals a giant, sucking mouth. Essentially a zombie horde that works in perfect unison, The Glutton's origins are purposefully mysterious. It just sort of always existed, hunting down victims in its lair, killing them, and eating them. And, naturally, whenever it takes another victim, it adds two arms and two legs to its ever-growing collection.
Describing The Glutton correctly is important to properly establish its creepiness. Desciribe it as a writhing sea of arms and legs that is getting closer and closer, possibly climbing on the walls and ceiling as it finds a million little hand-holds with its many, many hands. Once it gets closer, the party can make out the separate limbs, some worn down to bone, some flecked with mold and rot. Some as big and powerful as an ogre's, some as dextrous as an elf's, some scaled and clawed like a lizardman or dragon's...