I've hinted in an earlier work that Sombra may be my favourite villain (within mlp, that is), not because he would have been well portrayed in the episodes, but rather for the concept he seemed to represent. I think ThePonderPony did an excellent job in describing what makes Sombra interesting for me and many others.
Though I still think a lot would have been fixed just by making him an alicorn… we've seen a dozen of corrupted unicorns. But a corrupted alicorn would have really underlined the potential danger. Especially if he was supposed to be mlp's version of Sauron.