Here's the thing, the "Big Bad" refers to the bad at the end of the season that directly threatens to end the world. While The Trio (or, Warren to be specific) certainly triggered the events that led to veiny Willow, Willow is the "Big Bad" that must be stopped at the end of the season. Thus, my contention is that the "Big Bad" of Season 6 is, in fact, Willow.
This is hugely debatable. The Trio style themselves as the Big Bad, but Dark Willow, I think many people would say, is the real Big Bad, considering she flays Warren, almost murders Jonathan and Andrew, and tries very hard to kill her best friends. Joss Whedon has also said that "real life" is the Big Bad of s6. I'm dubious about how this is presented.