Update: This Githyanki beats all my efforts, dammit, with the single phrase They build their fortresses on the petrified bodies of dead gods adrift in the void. Ah well. Here's mine anyhoo.
Long, long ago a race of evil humanoids decided they had found the perfect fortress of doom, high atop a crag in the fluted wastes where ice and rock became one. They tunneled and witched up their spiky obsidian colony and detached it from the mainland, casting it adrift among the worlds, an untraceable haven from which they could prick unexpectedly into other campaigns and seize up slaves, baubles and ingredients for their unfathomable experiments.
HD = PCs' level +3; AC 0; Atk 1 weapon of choice* (1d6 + save vs poison or be taken over); Move 6; Always lose initiative. Str: 25, Dex: 8, weight in armor: half a ton. Special: weapons are drugged. They always want labor so they're most likely to try to capture rather than kill outright. Damage is non-lethal unless they're up against a stone golem or something that's obviously undruggable, in which case they get out the big guns (literally: requires two creatures to fire, 6d6, one attack per round).
When they enter your game it will be through a gate that links directly to their icy home world. They appear in teams of a size appropriate to the task at hand but never less than 5. They will be fully covered in a dark, opalescent armour that is as smart as they are and might actually be in command. They only gate in to seize very specific items or conduct very specific missions, which they do on contract for whatever evil sorcerors you might have. They are absolutely ruthless but easily distracted or confused - away from home they're in a hostile alien environment and will die within 12 hours if unable to get back through the gate. Their operation window is always limited, and their objectives clear. They will work single-mindedly to achieve them and be careless about lost men or equipment.
I generally use them as an explicitly alien threat, like Greys or Mi-go - you know something is badly wrong when they show up. If you're not prepared they are generally unstoppable, but they won't try to exterminate you unless you keep being in their way. The key to dealing with them is to find out who contacted them and what deal they struck, so really, like other summoned entities, they're a Mcguffin that leads to an antagonist. And just like the creatures themselves, the deals they strike are generally highly idiosyncratic and inexplicable: they'll want a particular scroll or a book from a secret library or exotic ingredients or a signing stone. They'll want the contacter to find it because they haven't been able to locate it through their magics, and they'll be willing to do services in return. But they'll always want just a bit more - the ingredient won't work and they'll blame the contacter, or it will and they'll suddenly need a lot more of it. And once they know where a contacter is they can gate in whenever they have a gap in their schedule. The urge to capture is also a plot point: if they seize you they will take you to whoever contacted them. If the contacter doesn't have specific instructions regarding what to do with you then you'll be kept in their castle as a guinea pig or set to work in their spice mines. Or they might use you as an interpreter on their next ingredient-finding mission.
* their weapons, like all their equipment, will be weird and difficult to use - crossbows mounted directly into alien gauntlets, dart guns that have 3 rounds in the magazine tipped with unknown drugs, floppy scimitars leaking greenish liquid. Their gear is camouflaged to work in their own iridescent, flickering world: it stands out like a sore thumb anywhere else, and may light up inconveniently in the presence of whatever the hell. Sages will be able to tell you where else stuff like that was seen, but are unlikely to know anything about the creatures that use it, except that they're probably working for someone. If you somehow manage to assemble a complete suit of armor and prise the creature out of it, the armor will quietly and persistently suggest (save vs rods staves and wands each day, rolled in secret) that somebody put it on. Then it will be impossible to take off again. The armor will continue to suggest that its wearer should go to the next gate site. Once there, if the gate is open it will try to take over the wearer (save vs rods at +4, -the number of days in the armor) and get back home. Every day the wearer spends in the armor they will lose 1d6lbs, until they take on the withered appearance of the creatures and have lost half their original weight and hit points.
...and if we think, after all, that the boat is a floating piece of space, a place without a place, that exists by itself, that is closed in on itself and at the same time is given over to the infinity of the sea and that, from port to port, from tack to tack, from brothel to brothel, it goes as far as the colonies in search of the most precious treasures they conceal in their gardens, you will understand why the boat has not only been for our civilization, from the sixteenth century until the present, the great instrument of economic development... but has been simultaneously the greatest reserve of the imagination... In civilizations without boats, dreams dry up, espionage takes the place of adventure, and the police take the place of pirates.