When I want to set up a major villain or other danger, I like using treasure to signal some of their capabilities.
Gems are popular treasure items – but they’re also spell components. Players might initially think that you’ve given them these things because they can use them for their own spells, but if you have a spellcasting villain, look at their spells and put a few of their valuable component as treasure in appropriate locations that belong to that villain. So imagine you have a villain that you want to scry on the party from time to time, but you want to give them the opportunity to realize it. Maybe they raid a tower where the villain is known to have lived for a while and they find an expensive silver mirror worth at least 1000 gp in the loot.
In general, this falls under the “show don’t tell” style of storytelling: give them hints about what to expect if they pay attention to their environment, and it’ll be richer for everyone.