This is an idea I have been toying with for a while now, but it would be a little complex, as it would involve two partners.
My character would be a tech savy supervillain. He has trained himself to be a master martial artist, tactician, and marksman. He uses these skills to kidnap, assassinate, and steal. The money from these jobs has left him exceptionally wealthy, and he uses that wealth to not only fun a lavish lifestyle, but to equip himself with the latest weapons and toys. His armor is state of the art and he is equipped with weaponry that most people haven't even heard of. He has recently decided to take a vacation from the gun for hire business and has set up shop in New York, where he has set his eyes on the city's vigilante protector.
Character A is my character's trusty sidekick. Essentially she is the Harley Quinn to my Joker. She is skilled in a number of useful areas and completely loyal. Perhaps my character saved her from a bad situation a while back and they have since become lovers while she sorts of apprentices under him. She has a few of my character's high tech toys, but her costume is meant more to show off her body than it is to protect her from a battle.
Character B is the new (and probably only) superhero who has set up shop in New York. She is trained in combat, but she has a normal 9-5 job. She can't afford any crazy batmobiles or anything like that. She has a spandex outfit, a few weapons, and the drive to make the world a better place. If she is hurt or unable to work, she has to make excuses to her boss. She has no legal authority, so she tries to frighten criminals into change rather than make arrests.
The idea is pretty simple, but I think it could be fun. My character and character A have heard about character B and have come to New York to check things out. They encounter character B, capture her, and take her back to a safehouse where they proceed to play with her sexually. Along the way, my character decides he wants to train her as a slave. I wouldn't want her to stay a captive though. She escapes, she is let go, and the hunt continues over and over again. My character could discover her true identity and maybe he attacks her at work, leaving her bound and gagged for her coworkers. Over time, character B would ideally start to enjoy the game and secretly hope to be captured.
I would really want to take advantage of the small group. Maybe character A is left as bait for character B (out of costume, so B has no idea who she is). Maybe my character leaves a captured B in the hands of A for a while so he can do other things, except B escapes, captures A, and gives her a taste of her own medicine. The possibilities are endless.