The Enigma is a fun player or NPC theme. You have a mysterious background, and your motives are powerful yet inscrutable. Part of creating this character will be writing two backstories: one for you and the GM, and another as ‘cover’ for your friends and enemies.
However, if you want to do it right and actually have some abilities that hint at your dark background, consider some of the following options:
A 3.5 homebrew prestige class that’s seriously broken. I wrestled over whether or not to include this, but the cool factor won. It would require some major edits to be balanced, but the concept is very cool.
A feat from the Inner Sea World Guide. Use if your backstory involves a hatred of arcane magic. It’s a bit on the powerful side and I would probably require higher prerequisites.
A feat from the APG. Adds a lot of spice and even a bit of realism to those long-lived races. Great for a world-weary character and lets you talk down to the other players in a hilarious way.
A feat from the Inner Sea World Guide. There can hardly be a better way to create an enigmatic character than to deal in mysteries. Let this feat stand for all the cypher stuff from Paizo.
A feat from Taldor, Echoes of Glory. Lends a classic sense of the rough and unsavory past to your character, even if you appear all above-board now.
An awfully specific feat tied to background, but dramatic nonetheless. You’ll have a powerful reason to avoid questions about your painful past.
Make sure your GM is okay with this style of character. Also, make it fun and not annoying for your fellow players by not grabbing the spotlight too often, although going all cool and mysterious occasionally should be your modus operandi.