Most of all, I would hire goons that don't point out their weaknesses in an almost exhibitionist way (I wonder...if the bosses in video games fell down the stairs earlier in their life, would they have their vulnerable parts glowing red or green until they got up as well?).
Secondly (and as mentioned lots of times already): no faffing about. Gloating about the mastermind plan is something for after the conquering or destruction, not something I would do against someone who already killed dozens of my loyal underlings.
Lastly...as Bowser, I would really let Peach write that letter to Mario and be honest with the guy. Something like "hi Mario, Look...it's time we told you the truth: I'm having an affair with Bowser. It's not that I don't love you anymore - I absolutely do - but there are times I'm just more attracted to chains and spikes. I'm weird that way. At first I thought it was romantic how you fought your way through countless enemies and hazards to rescue me, but as sweet as you meant it, you really shouldn't. I will get back to you on my own. I don't want you to get hurt in your rescue attempts. Bowser loves me as much as I love him and you, but he's kind of irritated how you kill so many of his minions and humiliate him each time. As such, I'm begging you please, PLEASE don't come to rescue me this time. I'll be fine. And I will get back to you soon, honey. I love you.
PS: please don't tell the others. I'm afraid they'll react shortsighted when it comes to loving multiple men."
I could go on, but I once stumbled oupon a fun list by someone who already thought about this
But then as a villian you would be out of a job.
Erm...villains are usually busy plotting and taking over territory. I would think that's a day job even without some protagonist messing about things.