Also, a note, this game is going to be silly. It'll be goofy. I won't deny that there'll be real threats, but think, say, Ranma, rather than, say, Princess Mononoke.
Think about it in the sense that the less tightly connected a threat is to one of you, specifically, the more serious they're likely to be. That Rival/Enemy/Groupie? They're not going to be pulling any Misery style shenanigans.
What can I say. If I wanted deadly serious life or death, I'd turn on the news. I feel like trying out Exalted with a bit of silliness.