According to Planescape good old Vecna did spend some time in the plane of shadow somewhere during his stint between Ravenloft and Greyhawk. And he nearly became the greatest power in the module Vecna Lives (Also known as "lets kill of those 2nd edition pc's to make way for 3rd Edition
) And lets not forget he is responsible (or rather Kas is) for two of the most well known and feared artifacts floating around.
Cheers