Why Zobelle was the smartest villain

He never went directly after the Sons:

Zobelle goaded the Sons into attacking him, using the law and getting them thrown into prison.

Knowing how to manipulate Hale:

He knew exactly what buttons to press in order to get on hale's good side and while it didn't pay off in the long run it certainly caused a short term headache for the Sons.

He never made it personal:

Unlike other villains on the show, Zobelle never had a personal grudge against the Sons. For him it was only about power and money, which made him act far more cautiously.

Most importantly, he knew when to call it quits:

Zobelle knew he was beaten, his daughter was dead and he had been run out of town. He simply got on a plane and left. If in the next season he had decided to come back for revenge, he almost certainly would have been killed.

His only major screw up was the Sons finding out he was a FBI informant.

Zobelle was actually the Villain who caused the Sons the most problems, albeit unintentionally as he indirectly caused the Sons to have to travel to Ireland which kickstarted a lot of plotlines.