Vader would have been so much scarier if we never saw him.
Are you going to make an anthology film that is to be viewed after the audience has already seen Vader in a bunch of movies? Yeah, depending on the plot, you may not need Vader in the movie either.
Seriously, watch how Rick gets introduced in Casablanca. There is a great example. The other characters talk about him for almost a half hour before he even shows up in the movie. There are many ways to get things across on film besides just showing someone or something on the screen.