Darth Vader was so legendary in the original movies that when the prequel movies began they needed a Sith lord to at least compare to him. While we didn't know much about Darth Maul's story from Star Wars Episode I: The Phantom Menace alone, he was pretty cool. Having a double-bladed light-saber was also really neat.
Darth Maul was Darth Sidious's (later known as Emperor Palpatine) first Sith apprentice. Unlike his later two apprentices, Darth Maul was never a Jedi. Pretty much raised to be a Sith Lord. Ironically while Maul was still alive, Sidious was still an apprentice to Darth Plagueis. Making him not the true Sith apprentice.
Despite that he was no push-over. His first real battle we see is against Jedi Master Qui Gon Jinn in a surprise attack right before they leave Tatooine. Jinn manages to jump into the ship before the battle could be finished.
Maul would later face both Jinn and his padawan Obi-Wan Kenobi at the same time. The battle was one of the few truly awesome things about Phantom Menace. I really like the tension of the scene where Obi-Wan falls a bit behind and is temporarily separated from the battle.
Then watches Maul land a mortal wound to his Jedi teacher, and faces the Sith alone. Maul always seemed to have the upper-hand, even able to kick Kenobi's lightsaber down to the abyss.
But thanks to surprise move using Jinn's lightsaber, Kenobi defeats Maul. While I really like Darth Maul, a recent rumor says he might return (most likely using a clone) in the new trilogy set after Return of the Jedi. I'd rather see him not return, as I feel the new trilogy should feature original villains we haven't seen.