This advice is based on the article Creating Challenging Opponents.
An important part of conflicts in Fate is the action economy. However, a given villain can be at a disadvantage if he only has his one action against several PCs.
To challenge the players in a fight, start by picking a difficulty level from the Fate ladder. Take the corresponding bonus, multiply that by the number of PCs in play, then halve it. That is the approximate number of NPC actions that will give an appropriately tough fight. Once you have that number, you can divide them up against your major villains, their mundane henchmen (or robot allies, etc.), and any supporting villains (evil apprentices, C- or D-list villain helpers, or tough uber-henchmen such as snipers). For every major villain, you want about two minor villains or supporting characters, and about three or four henchmen.
For example, a Superb (+5) difficulty against 4 PCs would yield (5 * 4 / 2) or 10 total NPC actors. The GM decides to create two major villains, three supporting characters, and five henchmen.
These characters should be introduced to the fight gradually - usually as many NPCs as their are PCs, or 1.5 times as many, to start. For example, four PCs might face four henchmen and two of the supporting villains. As the fight progresses, a major villain and the final supporting character appear, then finally the other major villain.
If the highest approach rating your PCs have is +3, give your major villains a maximum approach of +4, their supporting villains +3, and their henchmen +2 in their particular area. Scale this up as your PCs' approaches increase.
You can create monstrous opponents by giving them extra actions, stress boxes, and special rules such as being able to hit every target in a zone on a successful attack. They can also use the optional power level rules to inflict more or take less damage to smaller or weaker player characters.
The weaker supporting characters should work to create situation aspects for their superiors. The stronger characters should create situation aspects directly on their targets, make attacks, and so forth.